Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models

Christian Francq (), Roch Roy and Abdessamad Saidi
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Christian Francq: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - GENES - Groupe des Écoles Nationales d'Économie et Statistique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - GENES - Groupe des Écoles Nationales d'Économie et Statistique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, IP Paris - Institut Polytechnique de Paris

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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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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05417839

DOI: 10.1111/j.1467-9892.2011.00728.x

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