On the computation of the Cramer-Rao bound for ARMA parameter estimation (Q3706376)
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scientific article; zbMATH DE number 3934266
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| English | On the computation of the Cramer-Rao bound for ARMA parameter estimation |
scientific article; zbMATH DE number 3934266 |
Statements
On the computation of the Cramer-Rao bound for ARMA parameter estimation (English)
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1984
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Cramér-Rao lower bound
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asymptotic form
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ARMA models
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explicit function of the model parameters
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0.91664624
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0.90916216
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0.8985727
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0.89148915
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0.8891885
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