On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296)
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scientific article; zbMATH DE number 701319
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| English | On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models |
scientific article; zbMATH DE number 701319 |
Statements
On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (English)
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18 June 1995
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central limit theorem
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Gaussian estimator
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Kronecker indices
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vector time series models
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asymptotic relative efficiency
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least squares estimators
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vector ARMA models
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echelon canonical form
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numerical examples
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0.8321405649185181
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0.8219161033630371
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0.8114802837371826
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0.7773051261901855
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