EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764)
From MaRDI portal
scientific article; zbMATH DE number 6411014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS |
scientific article; zbMATH DE number 6411014 |
Statements
EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (English)
0 references
3 March 2015
0 references
periodic autoregressive time series
0 references
Yule-Walker estimator
0 references
B-splines
0 references
oracle efficiency
0 references
