On the martingale approximation of the estimation error of ARMA parameters
Work
Year: 1990
Type: article
Source: Systems & Control Letters
Author László Gerencsér
Institution McGill University
Cites: 23
Cited by: 36
Related to: 10
FWCI: 3.731
Citation percentile (by year/subfield): 88.41
Subfield: Finance
Domain: Social Sciences
Open Access status: closed