Correction to: Signal extraction for nonstationary time series

DOI10.1214/aos/1176348401zbMath0745.62087MaRDI QIDQ1184243

S. Singh

Publication date: 28 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348401

zbMATH Keywords

correction; signal extraction; nonstationary time series

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis