scientific article; zbMATH DE number 2123868

zbMATH Open1053.62101MaRDI QIDQ4831353FDOQ4831353

Authors: Tahar Mourid, Wafaa Benyelles 

Publication date: 29 December 2004

Title of this publication is not available (Why is that?)

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

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