Francq, Christian; Roy, Roch; Saidi, Abdessamad - Volkswirtschaftliche Fakultät, … - 2011
The aim of this work is to investigate the asymptotic properties of weighted least squares (WLS) estimation for causal … Theorem 3.1 of Basawa and Lund (2001) on least squares estimation of PARMA models with independent errors. It is seen that the …