Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence results for maximum likelihood type estimators in multivariable ARMA models. II |
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Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (English)
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1989
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likelihood function
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zeroes of spectral density
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consistency proof
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maximum likelihood estimator
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multivariable ARMA models
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Gaussianity
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ergodicity
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condition B6
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