Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (Q4337774)
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scientific article; zbMATH DE number 1013367
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| English | Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) |
scientific article; zbMATH DE number 1013367 |
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Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (English)
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15 November 1998
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weak convergence
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limit law
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functional limit theorem
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stochastic integrals
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Brownian motion
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least squares estimator
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ARMA
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0.8448547720909119
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0.8292653560638428
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0.8263701796531677
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0.8244297504425049
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