THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL (Q4720614)
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scientific article; zbMATH DE number 3992724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL |
scientific article; zbMATH DE number 3992724 |
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THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL (English)
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1987
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autoregressive moving average
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times series regression
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best linear unbiased estimate
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least squares estimate
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third-order asymptotic properties
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BLUE
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LSE
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ARMA
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asymptotic mean square errors
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third-order asymptotically efficient
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Edgeworth expansion
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