Perturbed Periodogram Estimates of Variance

DOI10.2307/1403469zbMATH Open0715.62172OpenAlexW2323247827MaRDI QIDQ3201447FDOQ3201447

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

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zbMATH Keywords

periodogram

Mathematics Subject Classification ID

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

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