Estimation of the correlogram for a stationary Gaussian process by random clipping

DOI10.2996/KMJ/1138037266zbMath0614.62110OpenAlexW2003670900MaRDI QIDQ1819872

Minoru Tanaka

Publication date: 1986

Published in: Kodai Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2996/kmj/1138037266

zbMATH Keywords

stationary Gaussian processestimating the correlogramrandom clipping

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• On a simplified method of the estimation of the correlogram for a stationary Gaussian process
• On a simplified method for the estimation of the correlogram for a stationary Gaussian process. II.
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