scientific article; zbMATH DE number 938971

zbMATH Open0859.62024MaRDI QIDQ4897145FDOQ4897145

Authors: Min Chen, Minshen Wang 

Publication date: 9 April 1997

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

zbMATH Keywords

ARMA modelsmaximum likelihood estimatorstrong convergence rateinverse autocorrelation functionminimum sum of squares estimator

Mathematics Subject Classification ID

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

Cited In (1)

• Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p,q) Model

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