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Estimation of spectral density for seasonal time series models

โœ Scribed by Dong Wan Shin


Book ID
108267154
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
238 KB
Volume
67
Category
Article
ISSN
0167-7152

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Sequential estimation for time series re
โœ Takayuki Shiohama; Masanobu Taniguchi ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 297 KB

Sequential procedures are proposed to estimate the regression parameters in a linear regression model with dependent residuals. The error process considered here is a linear process with unknown spectral density. The sequential point estimator for the regression parameters is based on the least-squa