The Role of Spectral Analysis in Time Series Analysis

DOI10.2307/1401395zbMATH Open0158.17401OpenAlexW4243219748MaRDI QIDQ5540957FDOQ5540957

Authors: Emanuel Parzen 

Publication date: 1967

Published in: Revue de l'Institut International de Statistique / Review of the International Statistical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1401395

zbMATH Keywords

statistics

Cited In (2)

• Recursive parameter estimation of an autoregressive process disturbed by white noise
• Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error

This page was built for publication: The Role of Spectral Analysis in Time Series Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5540957)