Consistency for the least squares estimator in a transfer function model

DOI10.2307/3213667MaRDI QIDQ3316425zbMATH OpenOpenAlexFDO

Authors V. Solo

Publication date 1984

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213667

zbMATH Keywords

consistencyexogenousleast squares estimatortime seriestransfer function model

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• Iterative Least Squares Estimation and Identification of the Transfer Function Model

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