Efficient inference for parameters of unobservable periodic autoregressive time series
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Publication:5368781
DOI10.1080/03610926.2016.1152484zbMath1373.62451OpenAlexW2486971596MaRDI QIDQ5368781
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Publication date: 10 October 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2016.1152484
Yule-Walker estimatormoving averagelocal polynomialoracle efficiencyperiodic autoregressive time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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