Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (Q4337774)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1013367
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) |
scientific article; zbMATH DE number 1013367 |
Statements
Asymptotic Distribution of Least Squares Estimators for Purely Unstable Arma (m,∞) (English)
0 references
15 November 1998
0 references
weak convergence
0 references
limit law
0 references
functional limit theorem
0 references
stochastic integrals
0 references
Brownian motion
0 references
least squares estimator
0 references
ARMA
0 references
0 references
0 references
0.8448547720909119
0 references
0.8292653560638428
0 references
0.8263701796531677
0 references
0.8244297504425049
0 references
