ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION IN LONG-MEMORY TIME SERIES MODEL |
scientific article |
Statements
ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (English)
0 references
1988
0 references
long-memory time series models
0 references
unbiased and consistent estimator
0 references
least- squares method
0 references
frequency domain
0 references
Cramér-Rao lower bound
0 references
mean-square error
0 references
