Recursive estimation based on ARMA models
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Publication:1146484
DOI10.1214/AOS/1176345069zbMath0447.62085OpenAlexW1982858002MaRDI QIDQ1146484
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345069
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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A New Recursive Estimation Method for Single Input Single Output Models ⋮ Adaptive estimation and prediction for an extension of the antoregressive multiple time series model ⋮ Recursive Estimation of GARCH Models
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