Computing and estimating information matrices of weak ARMA models (Q425392)
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scientific article; zbMATH DE number 6043852
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| English | Computing and estimating information matrices of weak ARMA models |
scientific article; zbMATH DE number 6043852 |
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Computing and estimating information matrices of weak ARMA models (English)
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8 June 2012
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asymptotic relative efficiency (ARE)
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Bahadur slope
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Lagrange multiplier test
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nonlinear processes
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Wald test
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0.80752032995224
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0.80484539270401
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0.7960385084152222
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0.7901695966720581
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0.7887266278266907
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