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Jackknifed Whittle estimators (Q2905120)

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scientific article; zbMATH DE number 6072108
Language Label Description Also known as
English
Jackknifed Whittle estimators
scientific article; zbMATH DE number 6072108

    Statements

    author
    Masanobu Taniguchi
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    Kenichiro Tamaki
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    Thomas J. DiCiccio
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    Anna Clara Monti
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    publication date
    24 August 2012
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    zbMATH Keywords
    asymptotic efficiency
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    innovation-free
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    jackknife
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    second-order bias
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    spectral density
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    stationary process
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    Whittle estimator
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    title
    Jackknifed Whittle estimators (English)
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    Identifiers

    zbMATH DE Number
    6072108
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    Mathematics Subject Classification ID
    62M10
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    62F40
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    60G10
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    62M15
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