On the accuracy and asymptotic convergence of widely used estimators for autoregressive approximation of mixed ARMA models

Advances in Modelling and Analysis B

Volumn 45, Issue 1-2, 2002, Pages 1-18

  Salau, M O ^a  

^a Department of Statistics   (Nigeria)

Author keywords

AR estimators; ARMA models; Asymptotic convergence; Autoregressive approximation; Simulation study

Indexed keywords

EID: 67249098484     PISSN: 12404543     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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