The Variance Profile (Q4916499)

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scientific article; zbMATH DE number 6156548
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The Variance Profile
scientific article; zbMATH DE number 6156548

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    title
    The Variance Profile (English)
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    author
    Alessandra Luati
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    Tommaso Proietti
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    Marco Reale
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    publication date
    22 April 2013
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    Mathematics Subject Classification ID
    62M15
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    62G05
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    60G10
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    60G22
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    65C60
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    zbMATH DE Number
    6156548
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    zbMATH Keywords
    Interpolation
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    Long memory
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    Nonparametric spectral estimation
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    Predictability
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