ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS-Reference-Cited by-同舟云学术

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ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS

Published:1983-01 Issue:1 Volume:4 Page:37-47
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Kabaila Paul

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1983.tb00355.x/fullpdf

Reference10 articles.

1. On the asymptotic efficiency of estimators in an autoregressive process

2. On Fisher's Bound for Asymptotic Variances

3. Asymptotic inference in stationary Gaussian time-series

4. W. Dunsmuir, A Central Limit Theorem for Estimation in Gaussian Stationary Time Series Observed at Unequally Spaced Intervals . To appear inStochastic Process. Appl..

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3. Local asymptotic normality for multivariate nonlinear AR processes;Stochastics and Stochastic Reports;2002-01

4. Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes;Statistics;2000-01

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