The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253)
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 7481026
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The asymptotic covariance matrix of the QMLE in ARMA models |
scientific article; zbMATH DE number 7481026 |
Statements
The asymptotic covariance matrix of the QMLE in ARMA models (English)
0 references
24 February 2022
0 references
ARMA
0 references
asymptotic covariance
0 references
quasi maximum likelihood
0 references
0 references
0 references
0 references
0.85772305727005
0 references
0.8344517946243286
0 references
0.8195544481277466
0 references
0.8098600506782532
0 references
