On Estimation and Asymptotic Properties of the Parameters of ARMA (<i>p</i>, <i>q</i>) Process in the Stable Case (Q4032351)
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scientific article; zbMATH DE number 149561
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| English | On Estimation and Asymptotic Properties of the Parameters of ARMA (<i>p</i>, <i>q</i>) Process in the Stable Case |
scientific article; zbMATH DE number 149561 |
Statements
On Estimation and Asymptotic Properties of the Parameters of ARMA (<i>p</i>, <i>q</i>) Process in the Stable Case (English)
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1 April 1993
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least squares estimation procedures
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ARMA \((p,q)\) process
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stable case
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independently and identically distributed continuous error variables
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finite fourth order moment
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instrumental variables estimator
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autoregressive parameters
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moving-average innovations
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limiting distributions
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0.868073046207428
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0.8590564131736755
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0.8401713967323303
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0.8368468284606934
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