Efficient nonparametric estimation of generalized autocovariances

Alessandra Luati, Francesca Papagni and Tommaso Proietti

Year of publication:	[2021]
Authors:	Luati, Alessandra ; Papagni, Francesca ; Proietti, Tommaso
Publisher:	[Rom] : CEIS Tor Vergata
Subject:	Cramér-Rao lower bound \| Frequency Domain \| Minimum Contrast Estimation \| Periodogram \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Zeitreihenanalyse \| Time series analysis \| Nichtparametrische Schätzung \| Nonparametric estimation

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