Recursive estimation of time-average variance constants through prewhitening (Q277265): Difference between revisions

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Revision as of 21:55, 11 July 2024

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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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