Hiroshima Mathematical Journal

Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes

Myint Swe

Full-text: Open access

Article information

Source
Hiroshima Math. J., Volume 21, Number 2 (1991), 217-251.

Dates
First available in Project Euclid: 21 March 2008

Permanent link to this document
https://projecteuclid.org/euclid.hmj/1206128808

Digital Object Identifier
doi:10.32917/hmj/1206128808

Mathematical Reviews number (MathSciNet)
MR1098815

Zentralblatt MATH identifier
0719.62099

Subjects
Primary: 62M10: Time series, auto-correlation, regression, etc. [See also 91B84]
Secondary: 62F15: Bayesian inference

Citation

Swe, Myint. Higher order asymptotic investigations of weighted estimators for Gaussian ARMA processes. Hiroshima Math. J. 21 (1991), no. 2, 217--251. doi:10.32917/hmj/1206128808. https://projecteuclid.org/euclid.hmj/1206128808


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References

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