On the variance of a simplified estimate of correlogram

DOI10.1007/BF02506372zbMath0229.62047OpenAlexW2144558616MaRDI QIDQ2550264

Mituaki Huzii

Publication date: 1970

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02506372

Mathematics Subject Classification ID

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

Cites Work

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• On a simplified method of the estimation of the correlogram for a stationary Gaussian process
• Spectral Estimates Using Nonlinear Functions
• On a simplified method for the estimation of the correlogram for a stationary Gaussian process. II.
• Mathematical Analysis of Random Noise

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