Estimation of the Mean and Correlation Function of a Stationary Process From Discrete Data

DOI10.1137/1116036MaRDI QIDQ5656273zbMATH OpenOpenAlexFDO

Authors Yu. M. Ryzhov

Publication date 1971

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1116036

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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