Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series (Q3028142)
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scientific article; zbMATH DE number 4015975
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| English | Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series |
scientific article; zbMATH DE number 4015975 |
Statements
Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series (English)
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1985
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high-order Yule-Walker equations
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autoregressive moving-average time series
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asymptotically unbiased
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normal
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0.8693737
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0.86439836
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0.8633988
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0.86248213
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