R-estimation for arma models (Q4551595)
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scientific article; zbMATH DE number 1791665
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | R-estimation for arma models |
scientific article; zbMATH DE number 1791665 |
Statements
R-estimation for arma models (English)
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8 October 2002
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local asymptotic normality
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asymptotic linearity
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R-estimation
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ARMA model
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0.8505555391311646
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0.8381670713424683
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0.8329721689224243
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0.8317369818687439
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0.8303768038749695
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