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STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES
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1992
Year
EngineeringStochastic ProcessesRisk ModelingIssue 3Gaussian ProcessStochastic Dynamical SystemStatistical InferenceStochastic PhenomenonJournal StatisticsEstimation TheoryStatisticsFinance
Article STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES was published on March 1, 1992 in the journal Statistics & Risk Modeling (volume 10, issue 3).