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

DOI10.1080/00207727708942020MaRDI QIDQ4130256zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3306310 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3400733 (Why is no real title available?)
• An Approach to Time Series Analysis
• On the Statistical Treatment of Linear Stochastic Difference Equations

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 ” ‘

This page was built for publication: Convergence of least squares parameter estimates of weakly stationary time series models driven by uncorrelated processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4130256)