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Robust Estimation of the ACF from the M-Periodogram

Higor Cotta

Last update: 23 July 2019

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0

Cites work

• An<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si11.gif" display="inline" overflow="scroll"><mml:mi>M</mml:mi></mml:math>-estimator for the long-memory parameter
• Introduction to Statistical Time Series

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