Approximate asymptotic variance-covariance matrix for the Whittle estimators of GAR(1) parameters (Q4921636)
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scientific article; zbMATH DE number 6162317
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| English | Approximate asymptotic variance-covariance matrix for the Whittle estimators of GAR(1) parameters |
scientific article; zbMATH DE number 6162317 |
Statements
Approximate Asymptotic Variance-Covariance Matrix for the Whittle Estimators of GAR(1) Parameters (English)
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13 May 2013
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asymptotic
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covariance
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generalized autoregression
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spectral density
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time series
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variance
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Whittle's estimation
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0.7772110104560852
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0.755189061164856
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0.754916250705719
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0.7548202276229858
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0.7442649602890015
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