Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (Q1315968)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process |
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Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (English)
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17 April 1994
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martingale inequalities
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recursive prediction error estimator
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