Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models
Work
Year: 2011
Type: article
Abstract: The aim of this work is to investigate the asymptotic properties of weighted least squares (WLS) estimation for causal and invertible periodic autoregressive moving average (PARMA) models with uncorre... more
Source: Journal of Time Series Analysis
Institutions Centre de Recherche en Économie et Statistique, Centre for Research in Engineering Surface Technology, Université de Lille, Université de Montréal
Cites: 65
Cited by: 20
Related to: 10
FWCI: 0.293
Citation percentile (by year/subfield): 91.92
Subfield: Finance
Domain: Social Sciences
Open Access status: green