Asymptotic properties of weighted least squares estimation in weak PARMA models (Q2851994)
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scientific article; zbMATH DE number 6213615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of weighted least squares estimation in weak PARMA models |
scientific article; zbMATH DE number 6213615 |
Statements
4 October 2013
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weak periodic autoregressive moving average models
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seasonality
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weighted least squares
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asymptotic normality
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strong consistency
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weak periodic white noise
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strong mixing
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Asymptotic properties of weighted least squares estimation in weak PARMA models (English)
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