Parameter inference for time series with regular and seasonal unit roots (Q4843756)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parameter inference for time series with regular and seasonal unit roots |
scientific article; zbMATH DE number 787128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter inference for time series with regular and seasonal unit roots |
scientific article; zbMATH DE number 787128 |
Statements
Parameter inference for time series with regular and seasonal unit roots (English)
0 references
17 August 1995
0 references
Brownian motion
0 references
Gauss-Newton procedure
0 references
Lévy process
0 references
Ornstein- Uhlenbeck process
0 references
regular and seasonal unit roots
0 references
stable laws
0 references
0 references
