Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models
| Year of publication: |
2011
|
|---|---|
| Authors: | Francq, Christian ; Roy, Roch ; Saidi, Abdessamad |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 32.2011, 6, p. 699-723
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010626866