Efficient inference for parameters of unobservable periodic autoregressive time series (Q5368781)
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scientific article; zbMATH DE number 6789309
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient inference for parameters of unobservable periodic autoregressive time series |
scientific article; zbMATH DE number 6789309 |
Statements
Efficient inference for parameters of unobservable periodic autoregressive time series (English)
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10 October 2017
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local polynomial
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moving average
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oracle efficiency
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periodic autoregressive time series
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Yule-Walker estimator
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