THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (Q3681785)
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scientific article; zbMATH DE number 3903801
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| English | THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS |
scientific article; zbMATH DE number 3903801 |
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THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS (English)
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1985
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strong consistency
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information matrix
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martingale difference
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asymptotic efficiency
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linear procedure
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ARMA models
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0.8128380179405212
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0.8127327561378479
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0.7949376106262207
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