✦ LIBER ✦

On the Frequency Domain Estimation of the Innovation Variance of a Stationary Univariate Time Series

✍ Scribed by Tarmo Pukkila and Hans Nyquist

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multitaper estimation of the innovation

✍ Walden, A.T. 📂 Article 📅 1995 🏛 IEEE 🌐 English ⚖ 637 KB

Estimation of the Innovation Generalized

✍ Richard H. Jones 📂 Article 📅 1976 🏛 American Statistical Association 🌐 English ⚖ 536 KB

Bias Correction in the Frequency Domain

✍ Anders Milhoj 📂 Article 📅 1984 🏛 Oxford University Press 🌐 English ⚖ 965 KB

Estimation of the variance-time and cova

✍ Rothman, E.D.; Liebetrau, A.M. 📂 Article 📅 1975 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 534 KB

On Consistent Estimates of the Spectral

✍ Emanuel Parzen 📂 Article 📅 1956 🏛 National Academy of Sciences 🌐 English ⚖ 185 KB

Cumulants of estimates of the spectrum o

✍ R. Bentkus 📂 Article 📅 1977 🏛 Springer 🌐 English ⚖ 926 KB