Estimation of the Mean and Correlation Function of a Stationary Process From Discrete Data
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Publication:5656273
DOI10.1137/1116036zbMath0244.62067OpenAlexW1998171107MaRDI QIDQ5656273
Publication date: 1971
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1116036
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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