Asymptotic Properties of an Estimate of the Prediction Error Variance (Q3942269)
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scientific article; zbMATH DE number 3759404
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| English | Asymptotic Properties of an Estimate of the Prediction Error Variance |
scientific article; zbMATH DE number 3759404 |
Statements
Asymptotic Properties of an Estimate of the Prediction Error Variance (English)
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1981
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asymptotic variance
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stationary time series
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sample autocovariance
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spectral density
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strong consistency
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asymptotic normality
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