scientific article; zbMATH DE number 3926032

MaRDI QIDQ3700637zbMATH OpenFDO

Authors Masanobu Taniguchi

Publication date 1985

zbMATH Keywords

AMU estimatorautoregressive moving average processesGaussianGaussian ARMA modelsGram-Charlier expansionk-th order asymptotically efficientk-th order asymptotically median unbiasedmaximum likelihood estimatorthird order efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN
• scientific article; zbMATH DE number 19726
• Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
• Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes

Cited in

(8)

• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
• Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes
• scientific article; zbMATH DE number 3965183 (Why is no real title available?)
• THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN
• THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL
• A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics
• Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3700637)