Estimating stationary components of spectrums of discrete time evolutionary processes.

MaRDI QIDQ3539709zbMATH OpenFDO

Authors M. Khalafi, A. R. Soltani

Publication date 19 November 2008

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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