A note on nonlinear regression for the autoregressive moving average with non-hd errors (Q4275860)
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scientific article; zbMATH DE number 487335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on nonlinear regression for the autoregressive moving average with non-hd errors |
scientific article; zbMATH DE number 487335 |
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A note on nonlinear regression for the autoregressive moving average with non-hd errors (English)
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8 November 1994
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autoregressive moving average
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large sample properties
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non iid errors
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stationary and invertible ARMA \((p,q)\) process
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mixing sequence
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martingale difference sequence
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consistency
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asymptotic normality
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nonlinear least squares estimator
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