Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes

DOI10.1080/00207727708942020zbMATH Open0357.62074OpenAlexW2031898418MaRDI QIDQ4130256FDOQ4130256

Authors: Daniel Graupe, Eli Fogel 

Publication date: 1977

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727708942020

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• On the Statistical Treatment of Linear Stochastic Difference Equations
• An Approach to Time Series Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (3)

• Estimating the parameters of autoregression processes by the method of least squares
• Mean-square convergence of least-squares identification of white-noise-driven time-series models
• Reply to ‘ Comment on “ Convergence of least squares identification algorithms applied to unstable stochastic processes ” ‘

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