Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise
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Publication:6556772
DOI10.1016/J.JSPI.2024.106148MaRDI QIDQ6556772FDOQ6556772
Authors: Samir Ben Hariz, Alexandre Brouste, Chunhao Cai, M. Soltane
Publication date: 17 June 2024
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
maximum likelihood estimatorWhittle estimatorone-step estimatorLAN propertylog periodogramGeweke Porter-Hudak estimator
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