Consistency properties of least squares estimates of autoregressive parameters in ARMA models (Q1056499): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency properties of least squares estimates of autoregressive parameters in ARMA models |
scientific article |
Statements
Consistency properties of least squares estimates of autoregressive parameters in ARMA models (English)
0 references
1983
0 references
least squares estimates
0 references
ARMA models
0 references
unified treatment of consistency properties
0 references
autoregression
0 references
nonstationarity
0 references
