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EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS - MaRDI portal

EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764)

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scientific article; zbMATH DE number 6411014
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English
EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS
scientific article; zbMATH DE number 6411014

    Statements

    title
    EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (English)
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    author
    Lin Tang
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    Qin Shao
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    publication date
    3 March 2015
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    zbMATH Keywords
    periodic autoregressive time series
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    Yule-Walker estimator
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    B-splines
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    oracle efficiency
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    describes a project that uses
    pear
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    R
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    cites work
    Q4862306
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    Q3431925
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    Identifiers

    DOI
    10.1111/jtsa.12070
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    zbMATH DE Number
    6411014
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    OpenAlex ID
    W1829397069
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