Large Sample Properties of Parameter Estimates for Periodic ARMA Models
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Publication:2784953
DOI10.1111/1467-9892.00246zbMath0984.62062OpenAlexW2085055111MaRDI QIDQ2784953
Ishwar V. Basawa, Robert B. Lund
Publication date: 24 April 2002
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00246
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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