Covariance matrix estimation for estimators of mixing weak ARMA models

Christian Francq and Jean-Michel Zakoı̈an

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Date: 2000-02
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Published in Journal of Statistical Planning and Inference, 2000, 83 (2), pp.369-394. ⟨10.1016/S0378-3758(99)00109-3⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431281

DOI: 10.1016/S0378-3758(99)00109-3

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