Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (Q1824332)
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scientific article; zbMATH DE number 4117703
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters |
scientific article; zbMATH DE number 4117703 |
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Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters (English)
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1989
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time series
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unstable ARMA process
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stationary ARMA process
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all roots on the unit circle
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Asymptotic behavior
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rates of divergence
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rates of convergence of least squares estimates
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