Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (Q2851994)
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English | Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models |
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Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (English)
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4 October 2013
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weak periodic autoregressive moving average models
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seasonality
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weighted least squares
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asymptotic normality
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strong consistency
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weak periodic white noise
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strong mixing
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