REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571)
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scientific article; zbMATH DE number 95623
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| English | REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING |
scientific article; zbMATH DE number 95623 |
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REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (English)
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16 January 1993
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Yule-Walker estimator
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fixed tapering
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variable tapering
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asymptotic bias
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\(\text{AR}(p)\) model
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tapering function
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time series parameter estimators
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sample covariance function
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spectral estimators
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0.8181099891662598
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0.7988930344581604
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0.7962736487388611
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0.7906507253646851
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