Local and global identification and strong consistency in time series models

DOI10.1016/0304-4076(78)90048-9zbMath0452.62074OpenAlexW2053809026MaRDI QIDQ1148645

S. H. Smith

Publication date: 1978

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90048-9

zbMATH Keywords

strong consistencytime series modelslocal identificationglobal identificationsequence of criterion functionssimultaneous ARMAX model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Some identification and estimation results for regression models with stochastically varying coefficients ⋮ Some properties of the output error method ⋮ IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS ⋮ A remark on serial correlation in maximum likelihood

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