On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series (Q4255270)
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scientific article; zbMATH DE number 1323415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series |
scientific article; zbMATH DE number 1323415 |
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On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series (English)
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10 August 1999
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time series
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local stationarity
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weighted periodogram
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segment length
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