Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (Q2789392)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for the Fourth-Order Innovation Cumulant in Linear Time Series |
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Inference for the Fourth-Order Innovation Cumulant in Linear Time Series (English)
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29 February 2016
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bootstrap
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fourth-order cumulant
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innovations
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lag-window estimation
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pre-whitening
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