scientific article; zbMATH DE number 3898064

zbMATH Open0563.62068MaRDI QIDQ3677005FDOQ3677005

Emanuel Parzen

Publication date: 1984

Title of this publication is not available (Why is that?)

Recommendations

• Statistical Inference for Functional Time Series
• scientific article
• Empirical spectral processes and their applications to time series analysis
• Estimating functions for nonlinear time series models
• scientific article; zbMATH DE number 3926051
• scientific article; zbMATH DE number 4009601
• Nonparametric functionals of spectral distributions and their applications to time series analy\-sis
• Time series. Modeling, computation, and inference
• scientific article; zbMATH DE number 3864336

zbMATH Keywords

information criterialong memorywhite noiseshort memoryfunctional inferencespectral estimatorsnonstationary modelsno memorystationary modelsinformation divergence of spectral density functionsmaximum entropy characterizationtime series model identification

Mathematics Subject Classification ID

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

Cited In (12)

• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalised Linear Cepstral Models for the Spectrum of a Time Series
• Statistical Inference for Functional Time Series
• Empirical spectral processes and their applications to time series analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3677005)