Parameter estimation for ARMA processes with errors in models (Q1332884)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for ARMA processes with errors in models |
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Parameter estimation for ARMA processes with errors in models (English)
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30 November 1994
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strong consistency
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ARMA process
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model errors
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martingale difference sequence
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recursive ELS algorithm
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convergence rate
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