SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (Q3746733)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES |
scientific article |
Statements
SOME ASYMPTOTIC PROPERTIES OF THE SAMPLE COVARIANCES OF GAUSSIAN AUTOREGRESSIVE MOVING‐AVERAGE PROCESSES (English)
0 references
1987
0 references
asymptotic variances
0 references
sample covariances
0 references
autoregressive moving average processes
0 references
state-space representations
0 references
matrix Lyapunov equation theory
0 references
closed-form expressions
0 references
Cramér-Rao bounds
0 references
ARMA
0 references
asymptotically efficient
0 references