STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL (Q3197164): Difference between revisions
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| Property / DOI: 10.1111/j.1467-9892.1991.tb00071.x / rank | |||
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| Property / DOI: 10.1111/J.1467-9892.1991.TB00071.X / rank | |||
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Latest revision as of 21:44, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL |
scientific article |
Statements
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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