Finite sample properties of estimators for autoregressive moving average models
Craig F. Ansley; Paul Newbold
| Year of publication: |
1980
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|---|---|
| Authors: | Ansley, Craig F. ; Newbold, Paul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 13.1980, 2, p. 159-183
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| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001835242