Efficient inference for parameters of unobservable periodic autoregressive time series

Article (Web of Science)

• cited authors: Mei, Jingning; Shao, Q.; Liu, R.

authors

• Liu, Rong
• Shao, Qin

• publication date: January 1, 2017
• webpage: Web of Science
• published in: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Journal

author keyword

• Local polynomial
• Moving average
• Oracle efficiency
• Periodic autoregressive time series
• Yule-Walker estimator

• category: STATISTICS & PROBABILITY Category
• start page: 7390
• end page: 7408
• volume: 46
• issue: 15