Title of article
Covariance matrix estimation for estimators of mixing weak ARMA models
Author/Authors
Christian Francq، نويسنده , , Jean-Michel Zakoïan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
26
From page
369
To page
394
Keywords
Robustcovariance matrix estimate , Consistency , Least-squares estimator , Non-linear models , ARMA models
Journal title
Journal of Statistical Planning and Inference
Serial Year
2000
Journal title
Journal of Statistical Planning and Inference
Record number
218862
Link To Document