Estimates of the distribution of the supremum of correlograms of some stationary processes

zbMATH Open1164.62374MaRDI QIDQ3607169FDOQ3607169

Authors: Tetyana V. Fedoryanych 

Publication date: 28 February 2009

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zbMATH Keywords

stationary processescorrelogramcorrelation functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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