A Study of Autoregressive and Window Spectral Estimation
From MaRDI portal
Publication:3899358
DOI10.2307/2346656zbMath0452.62076MaRDI QIDQ3899358
Publication date: 1981
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2346656
62M15: Inference from stochastic processes and spectral analysis
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations
Related Items
ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2MEASURE BY AUTOREGRESSIVE MODEL FITTING, DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY, LOGSPLINE ESTIMATION OF A POSSIBLY MIXED SPECTRAL DISTRIBUTION, Estimation of periodicities in hydrologic data