Estimating SPARMA models with dependent error terms

DOI10.1515/JTSE-2021-0022MaRDI QIDQ6983137zbMATH OpenFDO

Authors Y. Boubacar Mainassara, Abdoulkarim Ilmi Amir

Publication date 15 May 2025

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/JTSE-2021-0022

zbMATH Keywords

quasi-generalized least squaresseasonalityweak PARMA modelsweak SARMAweak SPARMA models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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