Note on the estimation of correlogram by using transformed variables

DOI10.1007/BF02479239zbMath0256.62082OpenAlexW1986350912MaRDI QIDQ2559126

Mituaki Huzii

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1007/bf02479239

Mathematics Subject Classification ID

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

Related Items (1)

Simultaneous tests for equality of latent roots against certain alternatives. II

Cites Work

• Unnamed Item
• On a simplified method of the estimation of the correlogram for a stationary Gaussian process
• A useful theorem for nonlinear devices having Gaussian inputs
• Spectral Estimates Using Nonlinear Functions
• On a simplified method for the estimation of the correlogram for a stationary Gaussian process. II.

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