Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances

Statistical Papers

Volumn 44, Issue 3, 2003, Pages 421-432

  Jeske, Roland ^a   Song, Seuck Heun ^b  

^a UNIVERSITY OF KONSTANZ   (Germany)

^b Korea University   (South Korea)

Author keywords

Autocorrelation; Efficiency of OLSE and COTE; Seasonal data

Indexed keywords

EID: 0038648126     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-003-0164-9     Document Type: Article

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