Asymptotic properties of weighted least squares estimation in weak PARMA models (Q2851994)

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scientific article; zbMATH DE number 6213615
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Asymptotic properties of weighted least squares estimation in weak PARMA models
scientific article; zbMATH DE number 6213615

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    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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