Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (Q1801818)
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scientific article; zbMATH DE number 218392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes |
scientific article; zbMATH DE number 218392 |
Statements
Asymptotic normality of the instrumental variable estimates for ARIMA(\(p,m,q\)) processes (English)
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30 August 1993
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martingale difference sequences
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asymptotic normality
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instrumental variable estimates
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untransformed \(\text{ARIMA}(p,m,q)\) processes
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Wald test on AR coefficients
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