Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665)
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English | Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models |
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Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (English)
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21 September 1999
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design matrices
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least-squares estimates
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unstable ARMA process
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asymptotic canonical forms
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iterated logarithm rates of almost sure convergence
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