Confidence estimation of the covariance function of stationary and locally stationary processes
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Publication:3024664
DOI10.1524/stnd.22.4.283.64315zbMath1063.62118OpenAlexW2241421336MaRDI QIDQ3024664
Mihai C. Giurcanu, Vladimir Spokoiny
Publication date: 1 July 2005
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1524/stnd.22.4.283.64315
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15)
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