Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665): Difference between revisions

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-Hu-Ming Zhang
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+Hu-Ming Zhang
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+MaRDI publication profile
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Estimation of nonstationary ARMAX models based on the Hannan-Rissanen method
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+Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
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+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
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+Consistency of the least-squares identification method
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+On strong consistency of least squares identification algorithms
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+The Order of Differencing in ARIMA Models
@@ Property / cites work: The Order of Differencing in ARIMA Models / rank @@
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+Asymptotic properties of dynamic stochastic parameter estimates. III
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+A log log law for unstable ARMA models with applications to time series analysis
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+Publication:1286665