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scientific article; zbMATH DE number 703123
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| English | No label defined |
scientific article; zbMATH DE number 703123 |
Statements
31 January 1995
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prediction error methods
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asymptotic normality
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efficiency
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integrated moving average process
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exponentially weighted moving average control schemes
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multivariate time series
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multiple time series
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method of moments
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determination of the prediction errors covariance matrix
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marginal fourth moments
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multivariate white noise
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strongly consistent estimators
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PEM
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0.8003641366958618
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0.7974574565887451
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0.7892851233482361
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0.7808427810668945
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