Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model

DOI10.1080/03610920600761873zbMath1105.62087OpenAlexW2123438034MaRDI QIDQ3424229

Antony Gautier

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

zbMATH Keywords

tablesleast squares estimatorsperiodic time seriesmean-correctionperiodic ARMA models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

On generalized versions of central limit theorems for IF-events ⋮ Asymptotic results for Fourier-PARMA time series

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