The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253)
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scientific article; zbMATH DE number 7481026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic covariance matrix of the QMLE in ARMA models |
scientific article; zbMATH DE number 7481026 |
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The asymptotic covariance matrix of the QMLE in ARMA models (English)
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24 February 2022
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ARMA
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asymptotic covariance
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quasi maximum likelihood
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