Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model
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Publication:3424229
DOI10.1080/03610920600761873zbMath1105.62087OpenAlexW2123438034MaRDI QIDQ3424229
Publication date: 15 February 2007
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920600761873
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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