Estimation de la précision asymptotique dans l'estimation de modèles ARMA faibles (Q4219587)
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scientific article; zbMATH DE number 1220746
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| English | Estimation de la précision asymptotique dans l'estimation de modèles ARMA faibles |
scientific article; zbMATH DE number 1220746 |
Statements
Estimation de la précision asymptotique dans l'estimation de modèles ARMA faibles (English)
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9 February 1999
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asymptotic covariance matrix
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least squares estimator
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ARMA models
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nonlinear processes
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weak consistency
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0.9444291591644288
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0.8357492089271545
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0.8344517946243286
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