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Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA( p, q ) model

✍ Scribed by Roy, Sugata Sen; Bhattacharya, Sankha

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An estimate of the convergence rate in t

✍ T. L. Koval' 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 238 KB

Estimates for the Rate of Convergence in

✍ Kir’yanova, L. V.; Rotar’, V. I. 📂 Article 📅 1992 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 949 KB

Rate of convergence in the central limit

✍ P. M. Lappo 📂 Article 📅 1986 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 124 KB

On the Rate of Convergence in the Centra

✍ Liptser, R. Sh.; Shiryaev, A. N. 📂 Article 📅 1982 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 707 KB

On rates of convergence in a random cent

✍ E. Bolthausen 📂 Article 📅 1977 🏛 Springer 🌐 English ⚖ 211 KB

On Bounds to the Rate of Convergence in

✍ Barbour, A. D.; Hall, P. 📂 Article 📅 1985 🏛 Oxford University Press 🌐 English ⚖ 107 KB