ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (Q3774773)
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scientific article; zbMATH DE number 4034922
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ESTIMATION IN LONG-MEMORY TIME SERIES MODEL |
scientific article; zbMATH DE number 4034922 |
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ESTIMATION IN LONG-MEMORY TIME SERIES MODEL (English)
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1988
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long-memory time series models
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unbiased and consistent estimator
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least- squares method
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frequency domain
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Cramér-Rao lower bound
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mean-square error
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0.8122979998588562
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0.8044348955154419
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0.7963292002677917
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