Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models (Q3323072)
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scientific article; zbMATH DE number 3854245
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| English | Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models |
scientific article; zbMATH DE number 3854245 |
Statements
1984
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unified approach
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time series
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AIC
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ARMA models
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extended sample autocorrelations
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S-array
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Yule-Walker equations
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backshift operator
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Gaussian white noise process
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iterative regression procedure
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consistent least squares estimates
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Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models (English)
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0.8398265242576599
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0.8310807347297668
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0.8290074467658997
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0.8253574371337891
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