The Generalised Autocovariance Function
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- Tommaso Proietti & Alessandra Luati, 2013.
"The Exponential Model for the Spectrum of a Time Series: Extensions and Applications,"
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More about this item
KeywordsStationary Gaussian processes. Non-parametric spectral estimation. White noise tests. Feature matching. Discriminant Analysis;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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