ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773): Difference between revisions
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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 |
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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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