Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098)
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scientific article; zbMATH DE number 6472496
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| English | Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations |
scientific article; zbMATH DE number 6472496 |
Statements
Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (English)
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14 August 2015
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ARMA process
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explosive roots
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\(\phi\)-mixing errors
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asymptotic distribution
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0.9074769020080566
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0.868073046207428
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0.856126070022583
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0.8552139401435852
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0.8263701796531677
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