Barlett’s Formula for Non Linear Processes
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- Christian Francq & Roch Roy & Abdessamad Saidi, 2011.
"Asymptotic Properties of Weighted Least Squares Estimation in Weak PARMA Models,"
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- Francq, Christian & Roy, Roch & Saidi, Abdessamad, 2011. "Asymptotic properties of weighted least squares estimation in weak parma models," MPRA Paper 28721, University Library of Munich, Germany.
- Christian Francq & Jean‐Michel Zakoïan, 2009.
"Bartlett's formula for a general class of nonlinear processes,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 449-465, July.
- Francq, Christian & Zakoian, Jean-Michel, 2009. "Bartlett's formula for a general class of non linear processes," MPRA Paper 13224, University Library of Munich, Germany.
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