An asymptotically efficient ARMA estimator based on sample covariances (Q3748167)

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An asymptotically efficient ARMA estimator based on sample covariances
scientific article

    Statements

    title
    An asymptotically efficient ARMA estimator based on sample covariances (English)
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    author
    Petre Stoica
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    Arye Nehorai
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    publication date
    1986
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    zbMATH Keywords
    ARMA models
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    sample covariances
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    asymptotically efficient estimator
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    Identifiers

    Mathematics Subject Classification ID
    93E10
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    62M10
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    62M15
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    65N06
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    62F12
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    93E25
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    zbMATH DE Number
    3983043
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