Boubacar Mainassara, Y.; Carbon, M.; Francq, C. - In: Computational Statistics & Data Analysis 56 (2012) 2, pp. 345-361
Numerous time series admit weak autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent nor martingale differences. The statistical inference of this general class of models requires the estimation of generalized Fisher...