Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances

Jeske, Roland, Song, Seuck Heun . Statistical Papers 2003. 44 (3) :421-432

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Bibtex

@article{CIS-187135,
  Author = {Jeske, Roland and Song, Seuck Heun},
  Title = {Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances},
  Journal = {Statistical Papers},
  Volume = {44},
  Number = {3},
  Year = {2003},
  Pages = {421--432},
  Keywords = {Autocorrelation, seasonal data}
}

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