ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS (Q3660738)
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scientific article; zbMATH DE number 3812784
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| English | ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS |
scientific article; zbMATH DE number 3812784 |
Statements
ON THE ASYMPTOTIC EFFICIENCY OF ESTIMATORS OF THE PARAMETERS OF AN ARMA PROCESS (English)
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1983
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asymptotic efficiency of estimators
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ARMA process
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asymptotic covariance matrix
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autoregressive moving average
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