Estimation of the mixed AR and hidden periodic model (Q1367252)
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scientific article; zbMATH DE number 1063731
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| English | Estimation of the mixed AR and hidden periodic model |
scientific article; zbMATH DE number 1063731 |
Statements
Estimation of the mixed AR and hidden periodic model (English)
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21 September 1997
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frequency estimation
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Yule-Walker estimate
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strong consistency
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hidden periodic models
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time series
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AR models
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law of iterated logarithm
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convergence rate
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0.8211442232131958
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0.7878024578094482
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0.7756758332252502
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0.765794575214386
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