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

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Revision as of 14:43, 24 May 2024

scientific article; zbMATH DE number 946817
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English
THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN
scientific article; zbMATH DE number 946817

    Statements

    THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (English)
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    23 March 1997
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    Edgeworth expansion
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    concentration probability
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    Gaussian autoregressive moving-average processes
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    unknown mean
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    third-order asymptotic optimality
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    bias adjusted maximum likelihood estimator
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    nuisance parameters
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    innovation variance
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    mean corrected estimator
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    mean squared errors
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    Identifiers