Parametric inference in stationary time series models with dependent errors

Keyphrases

• Time Series Model 100%
• Stationary Time Series 100%
• Parametric Inference 100%
• Dependent Errors 100%
• Parameter Vector 66%
• Innovation Process 66%
• Asymptotic Covariance Matrix 66%
• Independent Innovation 66%
• Large Classes 33%
• Maximum Likelihood Estimator 33%
• Simulation Study 33%
• Parameter Estimation 33%
• Consistent Estimation 33%
• Confidence Region 33%
• Weakly Dependent 33%
• Memory Time 33%
• Bootstrap Method 33%
• Finite Sample Performance 33%
• Smoothing Parameter 33%
• Block Bootstrap 33%
• Self-normalization 33%
• Residual Block 33%
• Long-Short Memory 33%
• Fourth-order Cumulant 33%

Mathematics

• Time Series Model 100%
• Stationary Time Series 100%
• Parametric Inference 100%
• Parameter Vector 66%
• Asymptotic Covariance Matrix 66%
• Maximum Likelihood Estimator 33%
• Simulation Study 33%
• Residuals 33%
• Frequency Domain 33%
• Confidence Region 33%
• Fourth-Order 33%
• Cumulants 33%
• Bootstrap Approach 33%