Recursive estimation of time-average variance constants through prewhitening (Q277265): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2016.02.014 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2184405618 / rank | |||
Normal rank | |||
Revision as of 18:09, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of time-average variance constants through prewhitening |
scientific article |
Statements
Recursive estimation of time-average variance constants through prewhitening (English)
0 references
4 May 2016
0 references
recursive estimation
0 references
time-average variance constants
0 references
central limit theorem
0 references
consistency
0 references
prewhitening
0 references
martingale
0 references
