Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes

✍ Scribed by Masanobu Taniguchi

• Publisher: Elsevier Science
• Year: 1987
• Tongue: English
• Weight: 983 KB
• Volume: 21
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1016/0047-259x(87)90096-0