Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332): Difference between revisions

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-Hong-Zhi An
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+Hong-Zhi An
@@ Property / author: Hong-Zhi An / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
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@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive design and stochastic approximation
@@ Property / cites work: Adaptive design and stochastic approximation / rank @@
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@@ Property / cites work @@
+A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
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@@ Property / cites work @@
+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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@@ Property / cites work @@
+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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@@ links / mardi / name / links / mardi / name @@
+Publication:1824332