Browsing by Author "Parzen, Emanuel"
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Time series model identification by estimating information, memory and quantiles
Parzen, Emanuel (Universitat Politècnica de Barcelona. Centre de Càlcul, 1983-12)
Article
Open AccessThis paper applies techniques of Quantile Data Analysis to non-parametrically analyze time series functions such as the sample spectral density, sample correlations and sample partial correlations. The aim is to identify ...