THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN-Reference-Cited by-同舟云学术

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THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN

Published:1996-07 Issue:4 Volume:17 Page:367-377
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Kakizawa Yoshihide

Publisher

Wiley

Subject

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

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1996.tb00283.x/fullpdf

Reference16 articles.

1. M. Akahira (1982 ) Second order asymptotic optimality of estimators in an autoregressive process with unknown mean. Selecta Statistica Canadiana . Vol. VI :Mathematical StatisticsII, 17 -35 .

2. Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency

3. Bias correction in ARMA models

4. THE APPROXIMATE DISTRIBUTION OF SERIAL CORRELATION COEFFICIENTS

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bias-correction of some estimators in the INAR(1) process;Statistics & Probability Letters;2022-08

2. On exponential rates of estimators of the parameter in the first-order autoregressive process;Statistics & Probability Letters;1998-07

3. APPROXIMATION FOR DENSITY OF ESTIMATORS IN GAUSSIAN AR (1) PROCESS;JOURNAL OF THE JAPAN STATISTICAL SOCIETY;1996

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