Parameter estimation for ARMA processes with errors in models (Q1332884)
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: Parameter estimation for ARMA processes with errors in models |
scientific article; zbMATH DE number 633683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for ARMA processes with errors in models |
scientific article; zbMATH DE number 633683 |
Statements
Parameter estimation for ARMA processes with errors in models (English)
0 references
30 November 1994
0 references
strong consistency
0 references
ARMA process
0 references
model errors
0 references
martingale difference sequence
0 references
recursive ELS algorithm
0 references
convergence rate
0 references
