On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (Q1340296)
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scientific article; zbMATH DE number 701319
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models |
scientific article; zbMATH DE number 701319 |
Statements
On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models (English)
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18 June 1995
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central limit theorem
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Gaussian estimator
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Kronecker indices
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vector time series models
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asymptotic relative efficiency
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least squares estimators
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vector ARMA models
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echelon canonical form
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numerical examples
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