STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00071.x / rank | |||
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Property / cites work: Asymptotic optimal inference for non-ergodic models / rank | |||
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Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank | |||
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Revision as of 11:12, 21 June 2024
scientific article
Language | Label | Description | Also known as |
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English | STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL |
scientific article |
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STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (English)
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1991
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l1 estimation
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ARMA
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asymptotic normality
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Strong consistency
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central limit theorem
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least absolute deviation estimates
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scalar autoregressive- moving average model
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innovations
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