Weighted least squares estimators on the frequency domain for the parameters of a time series (Q1105961)
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scientific article; zbMATH DE number 4060590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted least squares estimators on the frequency domain for the parameters of a time series |
scientific article; zbMATH DE number 4060590 |
Statements
Weighted least squares estimators on the frequency domain for the parameters of a time series (English)
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1988
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strong consistency
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weighted least squares estimation
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cumulants
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time series
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periodogram
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spectrum
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Gaussian process
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asymptotically efficient estimate
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iteratively reweighted procedure
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