Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise

DOI10.1016/j.jspi.2024.106148MaRDI QIDQ6556772

M. Soltane, Chunhao Cai, Alexandre Brouste, Samir Ben Hariz

Publication date: 17 June 2024

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatorWhittle estimatorone-step estimatorLAN propertylog periodogramGeweke Porter-Hudak estimator

Mathematics Subject Classification ID

Statistics (62-XX)

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