Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models (Q1286665)
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scientific article; zbMATH DE number 1281425
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| English | Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models |
scientific article; zbMATH DE number 1281425 |
Statements
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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0.8599673509597778
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0.8000254034996033
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0.7958486676216125
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0.7840837836265564
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