The class of the so-called weak ARMA models with uncorrelated but not necessarily independent errors is much more general and accommodates many nonlinear data- ...

Jan 12, 2011 · Numerous time series admit weak autoregressive-moving average (ARMA) representations, in whi h the errors are un orrelated but not ne essarily ...

Dec 26, 2010 · The class of the so-called weak ARMA models with uncorrelated but not necessarily independent errors is much more general and accommodates many.

We give analytic expressions and propose consistent estimators of these matrices, at any point of the parameter space. Our results are illustrated by means of ...

Oct 10, 2019 · Numerous time series admit "weak" autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily ...

Numerous time series admit "weak" autoregressive-moving average (ARMA) representations, in which the errors are uncorrelated but not necessarily independent ...

Computing and Estimating Information Matrices of Weak ARMA Models by Y. Boubacar Mainassara, M. Carbon, C. Francq published in Computational.

2012, Computing and estimating information matrices of weak ARMA models Computational Statistics & Data Analysis, vol. 56, no. 2, pp. 345-361. weakARMA ...

For the statistical analysis of the ARMA models, the standard methods require that the linear innovations are martingale differences.

In this paper we derive the asymptotic properties of the least squares estimator (LSE) of autoregressive moving-average (ARMA) models with regime changes ...