REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (Q4021571)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING |
scientific article |
Statements
REDUCTION OF THE ASYMPTOTIC BIAS OF AUTOREGRESSIVE AND SPECTRAL ESTIMATORS BY TAPERING (English)
0 references
16 January 1993
0 references
Yule-Walker estimator
0 references
fixed tapering
0 references
variable tapering
0 references
asymptotic bias
0 references
\(\text{AR}(p)\) model
0 references
tapering function
0 references
time series parameter estimators
0 references
sample covariance function
0 references
spectral estimators
0 references
0 references
