The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process
Dolado, J. J. & Hidalgo, J.
(1990).
The asymptotic distribution of the iterated Gauss-Newton estimators of an ARIMA process.
Econometric Theory,
6(4), 490-494.
https://doi.org/10.1017/S0266466600005570
| Item Type | Article |
|---|---|
| Copyright holders | © 1990 Cambridge University Press |
| Departments |
LSE > Academic Departments > Economics LSE > Research Centres > STICERD |
| DOI | 10.1017/S0266466600005570 |
| Date Deposited | 18 Apr 2011 |
| URI | https://researchonline.lse.ac.uk/id/eprint/35711 |
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- http://www.lse.ac.uk/economics/people/faculty/havier-hidalgo/home.aspx (Author)
- https://www.scopus.com/pages/publications/84972354731 (Scopus publication)
- http://dx.doi.org/10.1017/S0266466600005570 (Official URL)