An asymptotically efficient ARMA estimator based on sample covariances (Q3748167)
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scientific article; zbMATH DE number 3983043
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An asymptotically efficient ARMA estimator based on sample covariances |
scientific article; zbMATH DE number 3983043 |
Statements
An asymptotically efficient ARMA estimator based on sample covariances (English)
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1986
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ARMA models
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sample covariances
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asymptotically efficient estimator
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0.91915804
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0.91167676
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0.9064261
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0.9012779
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0.89974827
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