Cumulant-based autocorrelation estimates of non-Gaussian linear processes (Q672840)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cumulant-based autocorrelation estimates of non-Gaussian linear processes |
scientific article; zbMATH DE number 985222
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Cumulant-based autocorrelation estimates of non-Gaussian linear processes |
scientific article; zbMATH DE number 985222 |
Statements
Cumulant-based autocorrelation estimates of non-Gaussian linear processes (English)
0 references
28 February 1997
0 references
Non-Gaussian time series
0 references
Autocorrelation estimation
0 references
Cumulants
0 references
Consistency
0 references
Asymptotic covariance
0 references
0.8171074986457825
0 references
0.7781444191932678
0 references
0.7674821019172668
0 references
