Hostname: page-component-69cd664f8f-k8xkd Total loading time: 0 Render date: 2025-03-12T21:12:46.212Z Has data issue: false hasContentIssue false
  • English
  • Français

The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process

Published online by Cambridge University Press:  18 October 2010

Sastry G. Pantula
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Problems
Information
Econometric Theory , Volume 5 , Issue 3 , December 1989 , pp. 453
Copyright
Copyright © Cambridge University Press 1989

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

1.Said, S.E. & Dickey, D.A. [2]. Hypothesis testing in ARIMA (p,l,q) models. Journal of the American Statistical Association 80 (1985): 369–374.CrossRefGoogle Scholar
2.Schwert, G.W. [1]. Tests for unit roots: A Monte Carlo Investigation. Journal of Business and Economic Statistics 7 (1989): 147–160.CrossRefGoogle Scholar