ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773): Difference between revisions
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| Property / author: Rangasami L. Kashyap / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00451.x / rank | |||
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| Property / OpenAlex ID: W2084120527 / rank | |||
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| Property / cites work: Q4188569 / rank | |||
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| Property / cites work: Q3947020 / rank | |||
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| Property / cites work: Parameter estimation and hypothesis testing in spectral analysis of stationary time series. Transl. from the Russian by Samuel Kotz / rank | |||
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| Property / cites work: Q3671491 / rank | |||
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Latest revision as of 15:39, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION IN LONG-MEMORY TIME SERIES MODEL |
scientific article |
Statements
ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (English)
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1988
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long-memory time series models
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unbiased and consistent estimator
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least- squares method
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frequency domain
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Cramér-Rao lower bound
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mean-square error
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