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Asymptotic normality of the instrumental variable estimates for ARIMA(p, m, q) processes

✍ Scribed by In Choi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On asymptotic normality of estimates for

✍ V. V. Buldygin; V. V. Zayats 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 568 KB

Asymptotic normality of wavelet estimato

✍ F. Roueff; M. S. Taqqu 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 235 KB

Asymptotic normality of the spectral den

✍ Jacek Léskow 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 560 KB

Asymptotic Normality of the Log-likeliho

✍ Pazizin, S. V.; Ryazanov, B. V. 📂 Article 📅 1999 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 377 KB

Asymptotic Normality of the Minimum Non-

✍ Christophe Aubry 📂 Article 📅 1999 🏛 Springer Netherlands 🌐 English ⚖ 114 KB

Adaptive instrumental variable method fo

✍ Stoica, P.; Cedervall, M.; Soderstrom, T. 📂 Article 📅 1995 🏛 The Institution of Electrical Engineers 🌐 English ⚖ 671 KB