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

DOI10.1137/1116036zbMATH Open0244.62067OpenAlexW1998171107MaRDI QIDQ5656273FDOQ5656273

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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