Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Christian Francq, Roch Roy and Abdessamad Saidi

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Date: 2011-11-28
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Published in Journal of Time Series Analysis, 2011, 32 (6), pp.699-723. ⟨10.1111/j.1467-9892.2011.00728.x⟩

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Related works:
Journal Article: Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models (2011)
Working Paper: Asymptotic properties of weighted least squares estimation in weak parma models (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417839

DOI: 10.1111/j.1467-9892.2011.00728.x

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