Large Sample Properties of Parameter Estimates for Periodic ARMA Models

DOI10.1111/1467-9892.00246zbMath0984.62062OpenAlexW2085055111MaRDI QIDQ2784953

Ishwar V. Basawa, Robert B. Lund

Publication date: 24 April 2002

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00246

zbMATH Keywords

asymptotic normalityweighted least squares estimatormultivariate ARMA processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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