Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859): Difference between revisions
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Latest revision as of 08:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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