Abstract: The autocorrelation function (ACF) is a fundamental concept in time series analysis including financial forecasting. In this note, we investigate the properties of the sample ACF for a time ...
This paper proposes an integrated time-frequency rate distribution (TFRD) technique, i.e., coherently integrated trilinear autocorrelation function (CITAF), for the detection and parameter estimation ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results