Abstract: The problem of estimating the frequency of a single sinusoid observed in additive, white, Gaussian noise is addressed. An explicit, sample-autocorrelation-function-based, approximate maximum ...

S-ACF: A selective estimator for the autocorrelation function of irregularly sampled time series (credit Lars Kreutzer, c++ implementation by Josh Briegal jtb34@cam.ac.uk) The associated publication, ...

The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

This is a preview. Log in through your library . Abstract The estimation of spatial autocorrelation in spatially- and temporally-referenced data is fundamental to understanding an organism's ...

To compute the sample autocorrelation function when missing values are present, PROC ARIMA uses only cross products that do not involve missing values and employs divisors that reflect the number of ...

You can create a release to package software, along with release notes and links to binary files, for other people to use. Learn more about releases in our docs.

Tim Smith has 20+ years of experience in the financial services industry, both as a writer and as a trader. Cierra Murry is an expert in banking, credit cards, investing, loans, mortgages, and real ...