Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (Q1315968)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process |
scientific article; zbMATH DE number 516815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process |
scientific article; zbMATH DE number 516815 |
Statements
Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process (English)
0 references
17 April 1994
0 references
martingale inequalities
0 references
recursive prediction error estimator
0 references
