Estimation methods for stationary Gegenbauer processes
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Publication:2110339
DOI10.1007/s00362-022-01290-3OpenAlexW4213320447MaRDI QIDQ2110339
M. Shelton Peiris, Richard Hunt, Neville C. Weber
Publication date: 21 December 2022
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-022-01290-3
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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