Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model (Q2852485)
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scientific article; zbMATH DE number 6214210
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| English | Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model |
scientific article; zbMATH DE number 6214210 |
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9 October 2013
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ARMA model
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asymptotic distribution
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Berry-Esseen type bounds
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Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model (English)
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0.8765163421630859
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0.834999680519104
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0.823927104473114
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0.8198268413543701
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