JOURNAL ARTICLE
The properties of some two step estimators of ARMA Models
Year: 1997 Journal: Mathematics and Computers in Simulation Vol: 43 (3-6)Pages: 451-456 Publisher: Elsevier BV
Keywords:
Estimator Autoregressive model Standard error Autoregressive–moving-average model Mathematics Applied mathematics Covariance Least-squares function approximation Covariance matrix Sample mean and sample covariance Econometrics Statistics
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Topics
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
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