Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series (Q3028142)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series |
scientific article |
Statements
Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series (English)
0 references
1985
0 references
high-order Yule-Walker equations
0 references
autoregressive moving-average time series
0 references
asymptotically unbiased
0 references
normal
0 references
