Highly Robust Estimation of the Autocovariance Function
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Publication:154478
DOI10.1111/1467-9892.00203zbMath0970.62056OpenAlexW2067267763MaRDI QIDQ154478
Marc G. Genton, Yanyuan Ma, Marc G. Genton, Yanyuan Ma
Publication date: November 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00203
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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