A note on nonlinear regression for the autoregressive moving average with non-hd errors (Q4275860)
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: A note on nonlinear regression for the autoregressive moving average with non-hd errors |
scientific article; zbMATH DE number 487335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on nonlinear regression for the autoregressive moving average with non-hd errors |
scientific article; zbMATH DE number 487335 |
Statements
A note on nonlinear regression for the autoregressive moving average with non-hd errors (English)
0 references
8 November 1994
0 references
autoregressive moving average
0 references
large sample properties
0 references
non iid errors
0 references
stationary and invertible ARMA \((p,q)\) process
0 references
mixing sequence
0 references
martingale difference sequence
0 references
consistency
0 references
asymptotic normality
0 references
nonlinear least squares estimator
0 references
0.8917745
0 references
0.88708246
0 references
0.8791026
0 references
0.8767057
0 references
0.8761215
0 references
