Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (Q1315968): Difference between revisions
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| Property / cites work: Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model / rank | |||
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| Property / cites work: Q4010426 / rank | |||
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| Property / cites work: On the martingale approximation of the estimation error of ARMA parameters / rank | |||
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| Property / cites work: Rate of Convergence of Recursive Estimators / rank | |||
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| Property / cites work: On Rissanen's predictive stochastic complexity for stationary ARMA processes / rank | |||
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Latest revision as of 13:28, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process |
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Statements
Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (English)
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17 April 1994
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martingale inequalities
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recursive prediction error estimator
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