Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (Q4921636): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4275389 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An introduction to volatility models with indices / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Time Series Properties of the Class of Generalized First-Order Autoregressive Processes with Moving Average Errors / rank | |||
Normal rank | |||
Latest revision as of 10:02, 6 July 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)
0 references
13 May 2013
0 references
asymptotic
0 references
covariance
0 references
generalized autoregression
0 references
spectral density
0 references
time series
0 references
variance
0 references
Whittle's estimation
0 references
0 references
