The Variance Profile
From MaRDI portal
Publication:4916499
DOI10.1080/01621459.2012.682832zbMath1261.62083WikidataQ60401441 ScholiaQ60401441MaRDI QIDQ4916499
Tommaso Proietti, Marco Reale, Alessandra Luati
Publication date: 22 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2108/101893
62G05: Nonparametric estimation
60G22: Fractional processes, including fractional Brownian motion
60G10: Stationary stochastic processes
62M15: Inference from stochastic processes and spectral analysis
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Mean, What do You Mean?, Efficient nonparametric estimation of generalised autocovariances, The generalised autocovariance function, Generalised Partial Autocorrelations and the Mutual Information Between Past and Future
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Cites Work
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