VARIANCE ESTIMATION FOR QUADRATIC STATISTICS (Q3141189)
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scientific article; zbMATH DE number 444747
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| English | VARIANCE ESTIMATION FOR QUADRATIC STATISTICS |
scientific article; zbMATH DE number 444747 |
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VARIANCE ESTIMATION FOR QUADRATIC STATISTICS (English)
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10 December 1993
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stationary time series
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spectral estimation
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frequency domain smoothing procedure
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variance estimates
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linear functions of the periodogram
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consistent estimates
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small-sample efficiency properties
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Gaussian case
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non-Gaussian structure
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frequency domain bootstrap algorithms
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0.9379929
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0.89442664
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0.89380693
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