Perturbed Periodogram Estimates of Variance

DOI10.2307/1403469MaRDI QIDQ3201447zbMATH OpenOpenAlexFDO

Authors J. A. Hartigan

Publication date 1990

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403469

zbMATH Keywords

periodogram

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• Amendments and corrections: ``Using the periodogram to estimate period in nonparametric regression
• Quantile periodogram and time-dependent variance

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