The asymptotic joint distribution of the correlation determinant estimates of an arma process

DOI10.1080/03610929108830669zbMath0800.62085OpenAlexW1966775231MaRDI QIDQ3135507

Byoung-Seon Choi

Publication date: 11 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830669

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Using instrumental variables for selecting the order of arma models

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