Large Sample Properties of Parameter Estimates for Periodic ARMA Models

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Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients (2006, methodology): “For ARMA processes with periodic coefficients, see Basawa and Lund (2001).”
Periodic Seasonal Reg-ARFIMA–GARCH Models for Daily Electricity Spot Prices (2007, background): “Further developments on likelihood evaluation and asymptotic theory for different estimators of periodic ARMA models have been discussed by Lund and Basawa (2000) and Basawa and Lund (2001) .”
Quasi‐maximum likelihood estimation of periodic GARCH and periodic ARMA‐GARCH processes (2009, result): “…is, et ¼ gt) our result is a complement to the asymptotic 2008 The Authors Journal compilation 2008 Blackwell Publishing Ltd. JOURNAL OF TIME SERIES ANALYSIS Vol. 30, No. 1 inferences for PARMA models given by Basawa and Lund (2001) which have not established strong consistency of the Gaussian MLE.”
PARSIMONIOUS PERIODIC TIME SERIES MODELING (2006, background): “…and established their consistency and C© 2006 Australian Statistical Publishing Association Inc. asymptotic efficiency for Gaussian series; Basawa & Lund (2001) extend these results to least squares and maximum likelihood estimation settings, and also consider PARMA models with a…”