Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible ARMA(p, q) model
| Year of publication: |
2013
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|---|---|
| Authors: | Roy, Sugata Sen ; Bhattacharya, Sankha |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 1, p. 130-137
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010642583