LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES
DOI10.1111/J.1467-9892.1995.TB00252.XzbMATH Open0837.62064OpenAlexW2090613831MaRDI QIDQ4864576FDOQ4864576
Roberto Baragona, Francesco Battaglia
Publication date: 20 February 1996
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00252.x
Recommendations
- scientific article; zbMATH DE number 1327255
- ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION
- scientific article; zbMATH DE number 3967741
- Estimation of the interpolation error variance and an index of linear determinism
- On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
asymptotic propertiesleast squaresnon-stationary time seriesARIMA modelspseudospectrumlinear interpolatorinverse processinverse correlation function
Cites Work
- Title not available (Why is that?)
- Consistency properties of least squares estimates of autoregressive parameters in ARMA models
- An ARIMA-Model-Based Approach to Seasonal Adjustment
- Some recent advances in time series modeling
- Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
- The Inverse Autocorrelations of a Time Series and Their Applications
- A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
- Parameter estimation of autoregressive integrated processes by least squares
Cited In (8)
- Title not available (Why is that?)
- Bias correction for outlier estimation in time series
- Estimation for the function of a time deformation in the model of the stationary reduction
- ON THE ESTIMATION OF THE INVERSE CORRELATION FUNCTION
- Estimation of the interpolation error variance and an index of linear determinism
- New interpolating functions for non-decreasing time series data
- Linear interpolation of stationary processes from the signs of their derivatives
- Outlier identifiability in time series
This page was built for publication: LINEAR INTERPOLATORS AND THE INVERSE CORRELATION FUNCTION OF NON‐STATIONARY TIME SERIES
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864576)
