Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances

DOI10.1007/s00362-003-0164-9zbMath1050.62062OpenAlexW2062162057MaRDI QIDQ1880279

Seuck Heun Song, Roland Jeske

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-003-0164-9

zbMATH Keywords

efficiencyautocorrelationseasonal data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (1)

Efficiency of the OLS estimator in the vicinity of a spatial unit root

Cites Work

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