Estimation of second-order properties from jittered time series
| Year of publication: |
1996
|
|---|---|
| Authors: | Thomson, Peter ; Robinson, Peter |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 1, p. 29-48
|
| Publisher: |
Springer |
| Subject: | Jittered sampling | stationary processes | spectral estimation | autocovariance estimation | kernel density estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169296