Consistency of an autorsgressive density estimator

DOI10.1080/02331888408801780zbMath0553.62085OpenAlexW2046284728MaRDI QIDQ3347152

J. P. Carmichael

Publication date: 1984

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888408801780

zbMATH Keywords

consistencyspectral densitydensity estimationautoregressive representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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