Parameter estimation for some time series models without contiguity

DOI10.1016/0167-7152(91)90117-AzbMath0725.62079MaRDI QIDQ2277732

Richard A. Davis, Murray Rosenblatt

Publication date: 1991

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

linear processes; contiguity; autoregressive processes; discrete noise; time series models; ARMA-processes; stationary Gaussian autoregressive moving average process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation

Related Items

Limit distributions for linear programming time series estimators, Limit theory and bootstrap for explosive and partially explosive autoregression

Cites Work

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