LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (Q4324814)
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scientific article; zbMATH DE number 729104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES |
scientific article; zbMATH DE number 729104 |
Statements
LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (English)
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18 June 1995
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errors-in-variables models
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autoregressive moving-average models
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identifiability problems
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consistent estimation
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unobservable ARMA(p,q) process
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