Generalized method of moment and indirect estimation of the ARasMA model

Computational Statistics

Volumn 13, Issue 4, 1998, Pages 485-494

  Brännäs, Kurt ^a   De Luna, Xavier ^a  

^a UMEÅ UNIVERSITY   (Sweden)

Author keywords

Estimation; Nonlinearity test; Small sample properties; Time series

Indexed keywords

EID: 0003719851     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (15)

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