Linear Interpolators And The Inverse Correlation Function Of Non‐Stationary Time Series
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DOI: 10.1111/j.1467-9892.1995.tb00252.x
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References listed on IDEAS
- Francesco Battaglia, 1983. "Inverse Autocovariances And A Measure Of Linear Determinism For A Stationary Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(2), pages 79-87, March.
- Francesco Battaglia, 1988. "On The Estimation Of The Inverse Correlation Function," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(1), pages 1-10, January.
- R. J. Bhansali, 1983. "A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(2), pages 141-149, June.
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