Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (Q1787254)
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scientific article; zbMATH DE number 6947402
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| English | Efficiency improvements for minimum distance estimation of causal and invertible ARMA models |
scientific article; zbMATH DE number 6947402 |
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Efficiency improvements for minimum distance estimation of causal and invertible ARMA models (English)
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5 October 2018
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higher-order moments
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efficiency
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kurtosis
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0.91260916
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0.87408376
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0.86847085
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0.86747485
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0.8650638
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