Asymptotic properties of time domain gaussian estimators

DOI10.2307/1426939zbMATH Open0376.60028OpenAlexW2328562310MaRDI QIDQ4153392FDOQ4153392

Author name not available (Why is that?)

Publication date: 1978

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426939

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Cited In (8)

• On iterative procedures of asymptotic inference
• ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS
• SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
• Numerical computation of asymptotic covariance matrix of the gaussian estimators for vector arrla models
• Nonlinearity tests for bilinear systems
• Stable spectral factorization with applications to the estimation of time series models
• Local and global identification and strong consistency in time series models
• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models

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