ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989): Difference between revisions

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Latest revision as of 17:18, 17 June 2024

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ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
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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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