scientific article; zbMATH DE number 938971

MaRDI QIDQ4897145zbMATH OpenFDO

Authors Min Chen, Minshen Wang

Publication date 9 April 1997

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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