THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707)
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scientific article; zbMATH DE number 946817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN |
scientific article; zbMATH DE number 946817 |
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THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (English)
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23 March 1997
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Edgeworth expansion
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concentration probability
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Gaussian autoregressive moving-average processes
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unknown mean
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third-order asymptotic optimality
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bias adjusted maximum likelihood estimator
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nuisance parameters
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innovation variance
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mean corrected estimator
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mean squared errors
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