STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES

Harry L. Hurd; Jacek Leskow

doi:10.1524/strm.1992.10.3.201

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STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES

Harry L. Hurd and Jacek Leskow

Published/Copyright: March 1, 1992

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From the journal Statistics & Risk Modeling Volume 10 Issue 3

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Hurd, Harry L. and Leskow, Jacek. "STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES" Statistics & Risk Modeling, vol. 10, no. 3, 1992, pp. 201-226. https://doi.org/10.1524/strm.1992.10.3.201

Hurd, H. & Leskow, J. (1992). STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES. Statistics & Risk Modeling, 10(3), 201-226. https://doi.org/10.1524/strm.1992.10.3.201

Hurd, H. and Leskow, J. (1992) STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES. Statistics & Risk Modeling, Vol. 10 (Issue 3), pp. 201-226. https://doi.org/10.1524/strm.1992.10.3.201

Hurd, Harry L. and Leskow, Jacek. "STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES" Statistics & Risk Modeling 10, no. 3 (1992): 201-226. https://doi.org/10.1524/strm.1992.10.3.201

Hurd H, Leskow J. STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES. Statistics & Risk Modeling. 1992;10(3): 201-226. https://doi.org/10.1524/strm.1992.10.3.201

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STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES
IMPROVED ESTIMATION OF ERROR VARIANCE IN GENERAL BALANCED MIXED MODELS
ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES
GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES
RESTRICTED RISK BAYES ESTIMATION WHEN THE PARAMETER INTERVAL IS BOUNDED
THE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCES
Limit Laws of Erdös-Rényi-Type Indexed By Sets
Book Reviews
INSTRUCTIONS TO AUTHORS
Impressum

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https://doi.org/10.1524/strm.1992.10.3.201

Articles in the same Issue

STRONGLY CONSISTENT AND ASYMPTOTICALLY NORMAL ESTIMATION OF THE COVARIANCE FOR ALMOST PERIODICALLY CORRELATED PROCESSES
IMPROVED ESTIMATION OF ERROR VARIANCE IN GENERAL BALANCED MIXED MODELS
ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES
GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES
RESTRICTED RISK BAYES ESTIMATION WHEN THE PARAMETER INTERVAL IS BOUNDED
THE CENTRAL LIMIT PROBLEM FOR COMPOSED ARRAYS OF MARTINGALE DIFFERENCES
Limit Laws of Erdös-Rényi-Type Indexed By Sets
Book Reviews
INSTRUCTIONS TO AUTHORS
Impressum