scientific article; zbMATH DE number 218666

zbMath0768.62079MaRDI QIDQ4694327

Emanuel Parzen

Publication date: 29 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveyentropyequivalenceinverse problemsmaximum entropyorthogonalitytime series analysiscross-entropyasymptotic informationpositivity constraintstail classificationnormal time seriescomparison density functionsapproximation of positive functionschi-square information divergenceestimation of finite parameter spectral densitiesfuture developmentminimum information divergenceminimum information estimation of spectral densitiespower index correlationssample Brownian bridge exploratory analysis of time series

Mathematics Subject Classification ID

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

Related Items (7)

A conversation with Emanuel Parzen ⋮ Thermodynamic Bayesian model comparison ⋮ Distribution of random elements subjected to a flexible boundary condition ⋮ Discriminative training via minimization of risk estimates based on Parzen smoothing ⋮ On the sample mean of locally stationary long-memory processes ⋮ Asymptotically optimal estimation in misspecified time series models ⋮ On nonparametric and semiparametric testing for multivariate linear time series

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