THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707): Difference between revisions

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-.1111/j.1467-9892.1996.tb00283.x
@@ Property / DOI: 10.1111/j.1467-9892.1996.tb00283.x / rank @@
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+Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
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+Q5631966
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+Bias correction in ARMA models
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Edgeworth and saddlepoint approximations in the first-order noncircular autoregression
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+Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
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+Higher order asymptotic theory for time series analysis
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@@ Property / DOI @@
+.1111/J.1467-9892.1996.TB00283.X
@@ Property / DOI: 10.1111/J.1467-9892.1996.TB00283.X / rank @@
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+Publication:4715707