On the variance of a simplified estimate of correlogram

DOI10.1007/BF02506372MaRDI QIDQ2550264zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3271179 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• Mathematical Analysis of Random Noise
• On a simplified method for the estimation of the correlogram for a stationary Gaussian process. II.
• On a simplified method of the estimation of the correlogram for a stationary Gaussian process
• Spectral Estimates Using Nonlinear Functions

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