Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (Q6556772)
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scientific article; zbMATH DE number 7866549
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| English | Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise |
scientific article; zbMATH DE number 7866549 |
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Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise (English)
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17 June 2024
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Geweke Porter-Hudak estimator
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LAN property
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log periodogram
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maximum likelihood estimator
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one-step estimator
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Whittle estimator
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