Large Sample Properties of Parameter Estimates for Periodic ARMA Models (Q2784953): Difference between revisions
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Latest revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large Sample Properties of Parameter Estimates for Periodic ARMA Models |
scientific article |
Statements
Large Sample Properties of Parameter Estimates for Periodic ARMA Models (English)
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24 April 2002
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multivariate ARMA processes
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asymptotic normality
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weighted least squares estimator
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