Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859): Difference between revisions

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Revision as of 14:05, 29 May 2024

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Covariance matrix estimation for estimators of mixing weak ARMA models
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    Covariance matrix estimation for estimators of mixing weak ARMA models (English)
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    8 January 2002
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    nonlinear models
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    least-squares estimator
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    consistency
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    robust covariance matrix estimate
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    second-order stationary processes
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    ARMA models
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