Inference of seasonal long-memory aggregate time series (Q1932238)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inference of seasonal long-memory aggregate time series |
scientific article |
Statements
Inference of seasonal long-memory aggregate time series (English)
0 references
17 January 2013
0 references
asymptotic normality
0 references
consistency
0 references
seasonal auto-regressive fractionally integrated moving-average models
0 references
spectral density
0 references
spectral maximum likelihood estimator
0 references
Whittle likelihood
0 references
0 references
0 references