Geodesic
A simple robust estimator of correlations for Gaussian stationary random sequences
Kybernetika, Tome 31 (1995) no. 5, pp. 481-488

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Classification : 62F12, 62F35, 62M09, 62M10 
@article{KYB_1995__31_5_a4,
     author = {Hurt, Jan and Kuhlisch, Wiltrud},
     title = {A simple robust estimator of correlations for {Gaussian} stationary random sequences},
     journal = {Kybernetika},
     pages = {481--488},
     publisher = {mathdoc},
     volume = {31},
     number = {5},
     year = {1995},
     mrnumber = {1361309},
     zbl = {0857.62084},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1995__31_5_a4/}
}
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Hurt, Jan; Kuhlisch, Wiltrud. A simple robust estimator of correlations for Gaussian stationary random sequences. Kybernetika, Tome 31 (1995) no. 5, pp. 481-488. http://geodesic.mathdoc.fr/item/KYB_1995__31_5_a4/