The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process
Dolado, Juan J.; and Hidalgo, Javier
(1990)
The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process.
Econometric Theory, 6 (4).
pp. 490-494.
ISSN 0266-4666
| Item Type | Article |
|---|---|
| Departments |
Economics STICERD |
| DOI | 10.1017/S0266466600005570 |
| Date Deposited | 18 Apr 2011 11:53 |
| URI | https://researchonline.lse.ac.uk/id/eprint/35711 |