Sum of the sample autocorrelation function
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Publication:3077691
DOI10.1515/ROSE.2009.008zbMath1224.62056MaRDI QIDQ3077691
Publication date: 22 February 2011
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Related Items (5)
Selecting optimal lag order in Ljung-Box test ⋮ Sum of squared ACF and the Ljung-box statistics ⋮ Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes ⋮ Vessels arrival process and its application to the SHIP/M/\(\infty\) queue ⋮ Parameter estimation for Fisher–Snedecor diffusion
Cites Work
- On bootstrapping kernel spectral estimates
- Mathematical Considerations in the Estimation of Spectra
- CROSS-VALIDATORY CHOICE OF A SPECTRUM ESTIMATE AND ITS CONNECTIONS WITH AIC
- Data-Driven Choice of a Spectrum Estimate: Extending the Applicability of Cross-Validation Methods
- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
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