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

Dolado, Juan JoséHidalgo-Moreno, Javier2009-01-082009-01-081990Econometric Theory, 1990, 6, 4, p. 490-4940263-5747https://hdl.handle.net/10016/3403application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaThe Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process. Solutionresearch articleEconomíaopen access