Asymptotic distribution of the estimated parameters of an ARMA(\(p\),\(q\)) process in the presence of explosive roots (Q2913194)
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scientific article; zbMATH DE number 6086604
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| English | Asymptotic distribution of the estimated parameters of an ARMA(\(p\),\(q\)) process in the presence of explosive roots |
scientific article; zbMATH DE number 6086604 |
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26 September 2012
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ARMA process
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explosive roots
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asymptotic distribution
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Asymptotic distribution of the estimated parameters of an ARMA(\(p\),\(q\)) process in the presence of explosive roots (English)
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0.9074769020080566
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0.867802083492279
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0.8590564131736755
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0.8128384351730347
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