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R-estimation for arma models - MaRDI portal

R-estimation for arma models (Q4551595)

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scientific article; zbMATH DE number 1791665
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English
R-estimation for arma models
scientific article; zbMATH DE number 1791665

    Statements

    title
    R-estimation for arma models (English)
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    author
    Jelloul Allal
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    A. Kaaouachi
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    Davy Paindaveine
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    publication date
    8 October 2002
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    zbMATH Keywords
    local asymptotic normality
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    asymptotic linearity
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    R-estimation
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    ARMA model
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    Identifiers

    zbMATH DE Number
    1791665
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    OpenAlex ID
    W2124114989
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