Recursive estimation of time-average variance constants through prewhitening (Q277265)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of time-average variance constants through prewhitening |
scientific article |
Statements
Recursive estimation of time-average variance constants through prewhitening (English)
0 references
4 May 2016
0 references
recursive estimation
0 references
time-average variance constants
0 references
central limit theorem
0 references
consistency
0 references
prewhitening
0 references
martingale
0 references
