Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes

Mathematics

• Minimum Contrast Estimators 100%
• ARMA Process 82%
• Edgeworth Expansion 79%
• Gaussian Process 59%
• Maximum Likelihood Method 43%
• Quasi-maximum Likelihood 27%
• Spectral Density 22%
• Unbiased estimator 21%
• Unknown Parameters 19%
• Estimate 9%
• Class 6%

Business & Economics

• ARMA Process 99%
• Edgeworth Expansion 98%
• Estimator 48%
• Spectral Density 23%
• Quasi-maximum Likelihood 22%
• Maximum Likelihood 15%
• Estimation Method 15%
• Median 14%