Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models
Christian Francq, Roch Roy, Abdessamad SaidiVolume:
32
Year:
2011
Language:
english
Pages:
25
DOI:
10.1111/j.1467-9892.2011.00728.x
File:
PDF, 1.06 MB
english, 2011