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About estimation of ARIMA process with strong mixing MA part |
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| Authors: | Irène Larramendy |
| Affiliation: | Department of Mathematics and Statistics , University of Missouri – Kansas City , Kansas City, MO, 64110, USA |
| Abstract: | A central limit theorem is provided for the least squares estimates of the autoregressive parameters in an ARIMA process with strong mixing moving average part. |
| Keywords: | ARIMA process Least squares estimators Mixing Functional limit theorem |