scientific article; zbMATH DE number 3992624

zbMATH Open0613.62015MaRDI QIDQ4720533FDOQ4720533

Authors: B. Garel 

Publication date: 1987

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

Recommendations

• ASYMPTOTIC DISTRIBUTIONS OF LIKELIHOOD RATIOS FOR OVERPARAMETRIZED ARMA PROCESSES
• scientific article; zbMATH DE number 4126531
• The behaviour of the likelihood function for ARMA models
• scientific article; zbMATH DE number 4082791
• scientific article; zbMATH DE number 1069584

zbMATH Keywords

ARMAlikelihood ratioasymptotically normallog-normalityLe Cam's contiguity theory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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 Q4720533)