Asymptotic distribution of least squares estimators for purely unstable ARMA (m, ∞)

Statistics

Volumn 28, Issue 4, 1996, Pages 307-346

  Truong Van, B ^a   Larramendy, I ^a  

^a UNIVERSITÉ DE PAU ET DES PAYS DE L'ADOUR   (France)

Author keywords

ARMA; Brownian motion; Functional limit theorem; Least squares estimators; Limit law; Stochastic integrals; Weak convergence

Indexed keywords

EID: 3643099425     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802567     Document Type: Article

References (16)

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