An asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a local alternative
Masanobu Taniguchi
| Year of publication: |
1985
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| Authors: | Taniguchi, Masanobu |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 1.1985, 1, p. 73-84
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| Subject: | Schätztheorie | Estimation theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001072747