STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS (Q4324819)
From MaRDI portal
scientific article; zbMATH DE number 729109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS |
scientific article; zbMATH DE number 729109 |
Statements
STOCHASTIC ORDERS OF MAGNITUDE ASSOCIATED WITH TWO-STAGE ESTIMATORS OF FRACTIONAL ARIMA SYSTEMS (English)
0 references
2 March 1995
0 references
two-stage estimators
0 references
fractional autoregressive integrated moving-average systems
0 references
semi-parametric estimators
0 references
long-memory models
0 references
stochastic order of magnitude
0 references
