ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS
- 1 January 1983
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 4 (1) , 37-47
- https://doi.org/10.1111/j.1467-9892.1983.tb00355.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic processStochastic Processes and their Applications, 1978
- On the asymptotic efficiency of estimators in an autoregressive processAnnals of the Institute of Statistical Mathematics, 1976
- Asymptotic inference in stationary Gaussian time-seriesAdvances in Applied Probability, 1973
- On Fisher's Bound for Asymptotic VariancesThe Annals of Mathematical Statistics, 1964