A Nonparametric Prewhitened Covariance Estimator (Q4677004)
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scientific article; zbMATH DE number 2169580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Nonparametric Prewhitened Covariance Estimator |
scientific article; zbMATH DE number 2169580 |
Statements
A Nonparametric Prewhitened Covariance Estimator (English)
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20 May 2005
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spectral densities
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multivariate time series models
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nonparametric prewhitened covariance estimator
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0.8337934613227844
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0.7825343012809753
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0.7780465483665466
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0.7756301760673523
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