Computing and estimating information matrices of weak ARMA models

Y. Boubacar Mainassara, M. Carbon and Christian Francq
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Y. Boubacar Mainassara: LMB - Laboratoire de Mathématiques de Besançon (UMR 6623) - CNRS - Centre National de la Recherche Scientifique - UFC - Université de Franche-Comté - UBFC - Université Bourgogne Franche-Comté [COMUE], UFC - Université de Franche-Comté - UBFC - Université Bourgogne Franche-Comté [COMUE]

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Date: 2012-02
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Published in Computational Statistics and Data Analysis, 2012, 56 (2), pp.345-361. ⟨10.1016/j.csda.2011.07.006⟩

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Journal Article: Computing and estimating information matrices of weak ARMA models (2012)
Working Paper: Computing and estimating information matrices of weak arma models (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417544

DOI: 10.1016/j.csda.2011.07.006

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