A general result on the estimation bias of ARMA models
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Publication:1643799
DOI10.1016/j.jspi.2018.01.001zbMath1432.62289OpenAlexW2783075255MaRDI QIDQ1643799
Publication date: 20 June 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2018.01.001
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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