scientific article; zbMATH DE number 19726

zbMATH Open0737.62079MaRDI QIDQ3979225FDOQ3979225

Authors: Masanobu Taniguchi 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

spectral densitymaximum likelihood estimatorBerry-Esseen theoremGaussian autoregressive moving average (ARMA) process

Mathematics Subject Classification ID

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

Cited In (4)

• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• Convergence results for maximum likelihood type estimators in multivariable ARMA models
• On exponential rates of estimators of the parameter in the first-order autoregressive process
• Title not available (Why is that?)

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