The Variance Profile

DOI10.1080/01621459.2012.682832zbMath1261.62083OpenAlexW2017157566WikidataQ60401441 ScholiaQ60401441MaRDI QIDQ4916499

Tommaso Proietti, Marco Reale, Alessandra Luati

Publication date: 22 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2108/101893

zbMATH Keywords

Long memoryInterpolationPredictabilityNonparametric spectral estimation

Mathematics Subject Classification ID

Related Items (4)

Mean, What do You Mean? ⋮ Generalised Partial Autocorrelations and the Mutual Information Between Past and Future ⋮ Efficient nonparametric estimation of generalised autocovariances ⋮ The generalised autocovariance function

Uses Software

• sapa

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