Consistency properties of least squares estimates of autoregressive parameters in ARMA models (Q1056499)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Consistency properties of least squares estimates of autoregressive parameters in ARMA models
scientific article

    Statements

    Consistency properties of least squares estimates of autoregressive parameters in ARMA models (English)
    0 references
    0 references
    0 references
    1983
    0 references
    least squares estimates
    0 references
    ARMA models
    0 references
    unified treatment of consistency properties
    0 references
    autoregression
    0 references
    nonstationarity
    0 references

    Identifiers