Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636): Difference between revisions
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Revision as of 18:47, 19 March 2024
scientific article; zbMATH DE number 6162317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters |
scientific article; zbMATH DE number 6162317 |
Statements
Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (English)
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13 May 2013
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asymptotic
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covariance
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generalized autoregression
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spectral density
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time series
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variance
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Whittle's estimation
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