The Role of Spectral Analysis in Time Series Analysis

DOI10.2307/1401395MaRDI QIDQ5540957zbMATH OpenOpenAlexFDO

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

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