EFFICIENT ESTIMATION FOR PERIODIC AUTOREGRESSIVE COEFFICIENTS VIA RESIDUALS

Article (Web of Science)

• cited authors: Tang, L.; Shao, Q.
• authors: Shao, Qin
• publication date: July 1, 2014
• webpage: Web of Science
• published in: JOURNAL OF TIME SERIES ANALYSIS Journal

author keyword

• B-splines
• Yule-Walker estimator
• oracle efficiency
• periodic autoregressive time series

• category: STATISTICS & PROBABILITY Category
• start page: 378
• end page: 389
• volume: 35
• issue: 4