scientific article; zbMATH DE number 2123868

MaRDI QIDQ4831353zbMATH OpenFDO

Authors Tahar Mourid, Wafaa Benyelles

Publication date 29 December 2004

zbMATH Keywords

convergence in probabilityminimum distance estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of functional analysis in probability theory and statistics (46N30) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15)

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(4)

• Estimating weak periodic vector autoregressive time series
• Statistics of seasonality perturbed by time continuous processes with autoregressive representation
• Period estimation of process with autoregressive representation
• On a minimum distance estimate of the period in functional autoregressive processes

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