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
Keywords :
Robustcovariance matrix estimate , Consistency , Least-squares estimator , Non-linear models , ARMA models
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
