Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
Roland Jeske and Seuck Heun Song
Year of publication: |
2003
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Authors: | Jeske, Roland ; Song, Seuck-heun |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 44.2003, 3, p. 421-432
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Saisonkomponente | Seasonal component | Autokorrelation | Autocorrelation |
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