Optimal instrumental variables estimation for ARMA models (Q5952957): Difference between revisions

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Revision as of 22:15, 3 June 2024

scientific article; zbMATH DE number 1690623
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English
Optimal instrumental variables estimation for ARMA models
scientific article; zbMATH DE number 1690623

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    Optimal instrumental variables estimation for ARMA models (English)
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    4 December 2002
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    ARMA
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    conditional heteroskedasticity
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    instrumental variables
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    efficiency lower bound
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    frequency domain
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