The work revisits the autocovariance function estimation, a fundamental problem in statistical inference for time series. We convert the function estimation problem into constrained penalized ...
The autocovariance function of the random variable Y t is defined as The spectral density function of a white noise is a constant. The spectral density function of the AR(1) process is given by Refer ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results