THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN

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Publication:4715707

DOI10.1111/j.1467-9892.1996.tb00283.xzbMath0858.62076OpenAlexW1985402656MaRDI QIDQ4715707

Yoshihide Kakizawa

Publication date: 23 March 1997

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00283.x




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