Consistency properties of least squares estimates of autoregressive parameters in ARMA models (Q1056499)

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scientific article; zbMATH DE number 3829094
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English
Consistency properties of least squares estimates of autoregressive parameters in ARMA models
scientific article; zbMATH DE number 3829094

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    Consistency properties of least squares estimates of autoregressive parameters in ARMA models (English)
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    1983
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    least squares estimates
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    ARMA models
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    unified treatment of consistency properties
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    autoregression
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    nonstationarity
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