Previous |  Up |  Next

Article

References:
[1] M. Fisz: Wahrscheinlichkeitsrechnung und Mathematische Statistik. Akademie-Verlag, Berlin 1970. MR 0343325
[2] J. Hurt: On a simple estimate of correlations of stationary random sequences. Apl. Mat. 18 (1973), 176-187. MR 0317496 | Zbl 0265.62032
[3] B. Kedem: Binary Time Series. M. Dekker, New York 1980. MR 0559729 | Zbl 0424.62062
[4] R. D. Martin, V. J. Yohai: Robustness in time series and estimating ARMA models. In: Handbook of Statistics 5, Time Series in the Time Domain (E. J. Hannan, P. R. Krishnaih, and M. M. Rao, eds.), Elsevier, Amsterdam 1985, pp. 119-155. MR 0831746
[5] R. D. Martin, V. J. Yohai: Influence functionals for time series. Ann. Statist. 14 (1986), 781-818. MR 0856793 | Zbl 0608.62042
[6] C. R. Rao: Linear Statistical Inference and Its Applications. Wiley, New York 1965. MR 0221616 | Zbl 0137.36203
[7] W. F. Stout: Almost Sure Convergence. Academic Press, New York 1974. MR 0455094 | Zbl 0321.60022
[8] N. M. Sujev: Investigation of spectral densities of mixing random processes. Dokl. Akad. Nauk 507 (1972), 773-776. In Russian.
Partner of
EuDML logo