Large sample properties of parameter least squares estimates for time‐varying arma models (Q4677042)
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scientific article; zbMATH DE number 2169614
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large sample properties of parameter least squares estimates for time‐varying arma models |
scientific article; zbMATH DE number 2169614 |
Statements
Large sample properties of parameter least squares estimates for time‐varying arma models (English)
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20 May 2005
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large sample properties
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parameter least squares estimates
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time-varying ARMA models
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consistency
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asymptotic normality
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