On sequential spectral analysis of amplitude-modulated time series

DOI10.1080/07474946.2019.1611309zbMath1429.62392OpenAlexW2961985413MaRDI QIDQ5227808

Sam Efromovich

Publication date: 7 August 2019

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2019.1611309

zbMATH Keywords

shapeminimaxadaptationnonparametricARMAMISEmean stopping time

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Sequential estimation (62L12)

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