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The Role of Spectral Analysis in Time Series Analysis

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Publication:5540957
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DOI10.2307/1401395zbMath0158.17401OpenAlexW4243219748MaRDI QIDQ5540957

Emanuel Parzen

Publication date: 1967

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1401395


zbMATH Keywords

statistics



Related Items (2)

Recursive parameter estimation of an autoregressive process disturbed by white noise ⋮ Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error




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