Large-sample estimation of the AR parameters of an ARMA model (Q3684010)
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scientific article; zbMATH DE number 3906367
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| English | Large-sample estimation of the AR parameters of an ARMA model |
scientific article; zbMATH DE number 3906367 |
Statements
Large-sample estimation of the AR parameters of an ARMA model (English)
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1985
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optimal instrumental-variable estimate
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ARMA model
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0.9444375
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0.94013304
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0.9392078
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0.9065173
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