Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772)
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: Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise |
scientific article; zbMATH DE number 7866549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise |
scientific article; zbMATH DE number 7866549 |
Statements
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (English)
0 references
17 June 2024
0 references
Geweke Porter-Hudak estimator
0 references
LAN property
0 references
log periodogram
0 references
maximum likelihood estimator
0 references
one-step estimator
0 references
Whittle estimator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
