STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164): Difference between revisions

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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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Property / cites work: Q3911791 / rank
 
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Revision as of 11:12, 21 June 2024

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STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
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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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