Recursive method for ARMA model estimation. II
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Publication:1813490
DOI10.1007/BF02005955zbMath0765.62083MaRDI QIDQ1813490
Publication date: 25 June 1992
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
simulationasymptotic normalitytime seriescentral limit theoremlaw of iterated logarithmstrong consistencyrecursion methodBAN estimatorsorder estimatorARMA model estimationminimum-phase property of coefficient estimators
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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