
Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes
Author(s) -
Myint Swe
Publication year - 1991
Publication title -
hiroshima mathematical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 12
ISSN - 0018-2079
DOI - 10.32917/hmj/1206128808
Subject(s) - mathematics , estimator , gaussian , order (exchange) , autoregressive–moving average model , statistics , autoregressive model , physics , finance , quantum mechanics , economics