Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (Q5487367): Difference between revisions

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Revision as of 18:14, 19 March 2024

scientific article; zbMATH DE number 5055160
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English
Efficient Estimation of Seasonal Long‐Range‐Dependent Processes
scientific article; zbMATH DE number 5055160

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    Efficient Estimation of Seasonal Long‐Range‐Dependent Processes (English)
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    19 September 2006
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    spectral density
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    consistency
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    asymptotic normality
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    maximum likelihood estimate
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