Recursive method for ARMA model estimation. II (Q1813490)
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scientific article; zbMATH DE number 6509
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| English | Recursive method for ARMA model estimation. II |
scientific article; zbMATH DE number 6509 |
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Recursive method for ARMA model estimation. II (English)
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25 June 1992
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time series
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strong consistency
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central limit theorem
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law of iterated logarithm
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asymptotic normality
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recursion method
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ARMA model estimation
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order estimator
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minimum-phase property of coefficient estimators
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BAN estimators
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simulation
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0.869445264339447
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