Covariance matrix estimation for estimators of mixing weak ARMA models
type: Item
instance of: scholarly article
title: Covariance matrix estimation for estimators of mixing weak ARMA models
zbMATH Open document ID: 0976.62086
DOI: 10.1016/S0378-3758(99)00109-3
author: C. Francq
author: Jean-Michel Zakoïan
published in: Journal of Statistical Planning and Inference
publication date: 2002-01-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 1423781
zbMATH Keywords: nonlinear models
zbMATH Keywords: least-squares estimator
zbMATH Keywords: consistency
zbMATH Keywords: robust covariance matrix estimate
zbMATH Keywords: second-order stationary processes
zbMATH Keywords: ARMA models
describes a project that uses: AS 197
MaRDI profile type: Publication
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full work available at URL: s0378-3758(99)00109-3
OpenAlex ID: W2013276778
description: scientific article; zbMATH DE number 1423781