On statistical properties of the estimator of impulse response function

DOI10.1007/978-3-031-17820-7_25OpenAlexW4318060134MaRDI QIDQ6153231

Iryna V. Rozora, Yuriy Vasil'ovich Kozachenko

Publication date: 16 March 2024

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-17820-7_25

zbMATH Keywords

Gaussian processsquare-Gaussian stochastic processcross-correlogram

Mathematics Subject Classification ID

Density estimation (62G07) Gaussian processes (60G15) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) General theory of stochastic processes (60G07)

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