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zbMath0494.62081MaRDI QIDQ3957828

Werner Ploberger, B. M. Poetscher, Manfred Deistler

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parametrization asymptotic normality maximum likelihood estimation inference strong consistency identifiability misspecification topological properties ARMA systems model order prediction error estimation survey of recent work geometrical properties of parameter space maximum lag-length

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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Convergence results for maximum likelihood type estimators in multivariable ARMA models

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