Recursive method for ARMA model estimation. II

DOI10.1007/BF02005955zbMath0765.62083MaRDI QIDQ1813490

Dawei Huang

Publication date: 25 June 1992

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

zbMATH Keywords

simulationasymptotic normalitytime seriescentral limit theoremlaw of iterated logarithmstrong consistencyrecursion methodBAN estimatorsorder estimatorARMA model estimationminimum-phase property of coefficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Recursive method for ARMA model estimation. I

Cites Work

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