The Variance Profile

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

zbMATH Keywords

Long memory; Interpolation; Predictability; Nonparametric spectral estimation

Mathematics Subject Classification ID

62G05: Nonparametric estimation

60G22: Fractional processes, including fractional Brownian motion

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

Related Items

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

Uses Software

• sapa

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