Third-order asymptotic properties of estimators in Gaussian ARMA processes with unknown mean

Journal of Time Series Analysis

Volumn 17, Issue 4, 1996, Pages 367-377

  Kakizawa, Yoshihide ^a  

^a OSAKA UNIVERSITY   (Japan)

Author keywords

Concentration probability; Edgeworth expansion; Gaussian ARMA process; Maximum likelihood estimator; Mean squared error

Indexed keywords

EID: 0010140919     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.1996.tb00283.x     Document Type: Article

References (17)

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