Parameter estimation of autoregressive integrated processes by least squares (Q1141443)
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scientific article; zbMATH DE number 3682889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of autoregressive integrated processes by least squares |
scientific article; zbMATH DE number 3682889 |
Statements
Parameter estimation of autoregressive integrated processes by least squares (English)
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1980
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autoregressive integrated moving average processes
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least squares estimates
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ergodic
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spectral representation
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Hardy class
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consistency
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best asymptotically normal
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