scientific article; zbMATH DE number 55150

MaRDI QIDQ4001108zbMATH OpenFDO

Authors Mohamed Boutahar, Claude Deniau

Publication date 26 September 1992

zbMATH Keywords

deterministic input signallimiting distribution of least squares estimatesstable ARX(p,s)-model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• Propriétés asymptotiques presque sûres de l'estimateur des moindres carrés d'un modèle autorégressif vectoriel. (Almost sure asymptotic properties of the least squares estimators in a vectorial autoregressive model)
• Almost sure convergence of least squares estimates for regular multivariate ARX systems
• Some remarks on quadratic forms in stable random variables
• Distribution asymptotique de l'estimateur des moindres carrés. cas des modèles arx(p,s) instables
• scientific article; zbMATH DE number 29217 (Why is no real title available?)
• Strong consistency of least squares estimates in general ARX_d (p, s) system

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