SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1987.tb00433.x / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1970108773 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5631966 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Explicit solutions of the discrete-time Lyapunov matrix equation and Kalman-Yakubovich equations / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4137964 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process / rank | |||
Normal rank |
Latest revision as of 17:55, 17 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES |
scientific article |
Statements
SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (English)
0 references
1987
0 references
asymptotic variances
0 references
sample covariances
0 references
autoregressive moving average processes
0 references
state-space representations
0 references
matrix Lyapunov equation theory
0 references
closed-form expressions
0 references
Cramér-Rao bounds
0 references
ARMA
0 references
asymptotically efficient
0 references