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

Published online by Cambridge University Press:  11 February 2009

Juan J. Dolado  and
Javier Hidalgo-Moreno
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 6 , Issue 4 , December 1990 , pp. 490 - 494
Copyright
Copyright © Cambridge University Press 1990

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References

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4.Said, S.E. & Dickey, D.A.. Hypothesis testing in ARIMA(p,1,q) models. Journal of the American Statistical Association 80 (1985): 369–374.CrossRefGoogle Scholar