Recursive estimation of time-average variance constants through prewhitening (Q277265): Difference between revisions
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Revision as of 15:31, 8 December 2024
scientific article
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English | Recursive estimation of time-average variance constants through prewhitening |
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Recursive estimation of time-average variance constants through prewhitening (English)
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4 May 2016
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recursive estimation
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time-average variance constants
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central limit theorem
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consistency
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prewhitening
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martingale
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