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Consistent and asymptotically normal estimators for cyclically time-dependent linear models - MaRDI portal

Consistent and asymptotically normal estimators for cyclically time-dependent linear models (Q1881377)

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scientific article; zbMATH DE number 2106180
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English
Consistent and asymptotically normal estimators for cyclically time-dependent linear models
scientific article; zbMATH DE number 2106180

    Statements

    Consistent and asymptotically normal estimators for cyclically time-dependent linear models (English)
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    5 October 2004
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    seasonal time series
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    time varying models
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    nonstationary processes
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    quasi-generalized least squares estimator
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    consistency
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    asymptotic normality
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