The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process
- 1 December 1990
- journal article
- solutions
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 6 (4) , 490-494
- https://doi.org/10.1017/s0266466600005570
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Time Series Regression with a Unit RootEconometrica, 1987
- Hypothesis Testing in ARIMA(p, 1, q) ModelsJournal of the American Statistical Association, 1985
- Hypothesis Testing in ARIMA(p, 1, q) ModelsJournal of the American Statistical Association, 1985