On the estimation of the autocrrelation function

DOI10.7151/DMPS.1123MaRDI QIDQ3084958zbMATH OpenOpenAlexFDO

Authors Manuel Duarte Ortigueira

Publication date 25 March 2011

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1123

zbMATH Keywords

regressiontime-series autocorrelation

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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• On SPC for Short Run Autocorrelated Data
• Estimation of autocorrelation in a binary time series
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