scientific article; zbMATH DE number 411185

zbMATH Open0779.93097MaRDI QIDQ3134590FDOQ3134590

Authors Junyuan Ni, Zhao-Guo Chen 

Publication date 16 September 1993

zbMATH Keywords

strong consistencyGaussian seriesARMA noiseasymptotic normal efficiencyHannan-Risanen's linear procedure

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cited In (9)

• On the computation of the Cramer-Rao bound for ARMA parameter estimation
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• Whittle parameter estimation for vector ARMA models with heavy-tailed noises
• THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
• An asymptotically efficient ARMA estimator based on sample covariances
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