Inference of Seasonal Long‐memory Time Series with Measurement Error (Q5177955)
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scientific article; zbMATH DE number 6412970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference of Seasonal Long‐memory Time Series with Measurement Error |
scientific article; zbMATH DE number 6412970 |
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Inference of Seasonal Long‐memory Time Series with Measurement Error (English)
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9 March 2015
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measurement error
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model uncertainty
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seasonal autoregressive fractionally integrated moving-average models
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spectral maximum likelihood estimator
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