Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations (Q2517098)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations |
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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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