Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859): Difference between revisions

@@ Property / author @@
-Jean-Michel Zakoian
@@ Property / author: Jean-Michel Zakoian / rank @@
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@@ Property / author @@
+Jean-Michel Zakoian
@@ Property / author: Jean-Michel Zakoian / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+AS 197
@@ Property / describes a project that uses: AS 197 / rank @@
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+Q5631966
@@ Property / cites work: Q5631966 / rank @@
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+On Bartlett’s Formula for Non‐linear Processes
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+CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0378-3758(99)00109-3
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@@ Property / OpenAlex ID @@
+W2013276778
@@ Property / OpenAlex ID: W2013276778 / rank @@
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