THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
DOI10.1111/J.1467-9892.1985.TB00397.XzbMATH Open0566.62075OpenAlexW2023488203MaRDI QIDQ3681785FDOQ3681785
Authors: Zhao-Guo Chen 
Publication date: 1985
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1985.tb00397.x
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Cites Work
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- Autocorrelation, autoregression and autoregressive approximation
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- The asymptotic theory of linear time-series models
- Recursive estimation of mixed autoregressive-moving average order
- Estimation for autoregressive moving average models in the time and frequency domains
Cited In (11)
- A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- An asymptotically efficient ARMA estimator based on sample covariances
- Subset regression time series and its modeling procedures
- Title not available (Why is that?)
- An efficient linear method for ARMA spectral estimation
- A new preliminary estimator for MA(1) models
- Title not available (Why is that?)
- A strongly consistent criterion to decide between I(1) and I(0) processes based on different convergence rates
- ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
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