Pages that link to "Item:Q807566"
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The following pages link to On the martingale approximation of the estimation error of ARMA parameters (Q807566):
Displaying 6 items.
- A two-stage information criterion for stochastic systems revisited (Q665218) (← links)
- Rate of convergence of the LMS method (Q673450) (← links)
- Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (Q1315968) (← links)
- Fixed-gain estimation in continuous time (Q1332523) (← links)
- On Rissanen's predictive stochastic complexity for stationary ARMA processes (Q1338377) (← links)
- On the computation of the Cramer-Rao bound for ARMA parameter estimation (Q3706376) (← links)