Pages that link to "Item:Q3660738"
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The following pages link to ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS (Q3660738):
Displaying 6 items.
- A characterization of limiting distributions of estimators in an autoregressive process (Q1077854) (← links)
- Local asymptotic normality for multivariate linear processes (Q1316604) (← links)
- Adaptive Test for Periodicity in Autoregressive Conditional Heteroskedastic Processes (Q3072403) (← links)
- Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes (Q4485092) (← links)
- Local asymptotic normality for multivariate nonlinear AR processes (Q4542936) (← links)
- Nonlinear autoregressive models with optimality properties (Q5860996) (← links)