An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in Arma Models
- 1 September 1984
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 46 (1) , 58-67
- https://doi.org/10.1111/j.2517-6161.1984.tb01276.x
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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- Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference EquationEconometrica, 1977
- Econometric Estimators and the Edgeworth ApproximationEconometrica, 1976
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970
- On methods of asymptotic approximation for multivariate distributionsBiometrika, 1967
- An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector ParameterTheory of Probability and Its Applications, 1967