SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733)
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scientific article; zbMATH DE number 3982349
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| default for all languages | No label defined |
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| English | SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES |
scientific article; zbMATH DE number 3982349 |
Statements
SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (English)
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1987
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asymptotic variances
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sample covariances
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autoregressive moving average processes
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state-space representations
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matrix Lyapunov equation theory
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closed-form expressions
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Cramér-Rao bounds
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ARMA
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asymptotically efficient
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0.8719993233680725
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0.8629739880561829
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0.841376543045044
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0.8411221504211426
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