Large Sample Properties of Parameter Estimates for Periodic ARMA Models (Q2784953): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:28, 5 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)
0 references
24 April 2002
0 references
multivariate ARMA processes
0 references
asymptotic normality
0 references
weighted least squares estimator
0 references
