Period estimation of process with autoregressive representation

DOI10.1016/S0764-4442(01)02030-4MaRDI QIDQ2746852zbMATH OpenFDO

Authors Wafaa Benyelles, Tahar Mourid

Publication date 27 March 2002

Published in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0764-4442(01)02030-4

zbMATH Keywords

autoregressive representationconsistencyminimum distance

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

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