Preliminary Estimation in Gaussian Stationary Processes

DOI10.1080/03610920802235569MaRDI QIDQ3622086zbMATH OpenOpenAlexFDO

Authors John N. Haddad

Publication date 23 April 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802235569

zbMATH Keywords

autocorrelation functionrange estimator

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Monte Carlo methods (65C05)

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