EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (Q5176764)
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scientific article; zbMATH DE number 6411014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS |
scientific article; zbMATH DE number 6411014 |
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EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS (English)
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3 March 2015
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periodic autoregressive time series
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Yule-Walker estimator
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B-splines
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oracle efficiency
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