Signal extraction error in nonstationary time series
type: Item
instance of: scholarly article
title: Signal extraction error in nonstationary time series
zbMATH Open document ID: 0425.62073
author: David A. Pierce
published in: The Annals of Statistics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 3662431
zbMATH Keywords: signal extraction error
zbMATH Keywords: nonstationary time series
zbMATH Keywords: MSE
zbMATH Keywords: autocorrelations
zbMATH Keywords: spectrum
zbMATH Keywords: seasonal adjustment
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176344848
OpenAlex ID: W2071941563
DOI: 10.1214/AOS/1176344848
description: scientific article; zbMATH DE number 3662431