ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989): Difference between revisions
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Revision as of 11:09, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS |
scientific article |
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ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (English)
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1986
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preliminary estimators
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ARMA model
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long autoregression
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autoregressive moving average model
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infinite AR representation
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infinite MA representation
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Yule-Walker estimates
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strong consistency
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asymptotic normality
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consistent estimators
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limiting covariance matrices
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generalized least squares
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