On statistical properties of the estimator of impulse response function

DOI10.1007/978-3-031-17820-7_25MaRDI QIDQ6153231zbMATH OpenOpenAlexFDO

Authors Yu. V. Kozachenko, Iryna Rozora

Publication date 16 March 2024

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-17820-7_25

zbMATH Keywords

cross-correlogramGaussian processsquare-Gaussian stochastic process

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Gaussian processes (60G15) Nonparametric estimation (62G05) Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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