Consistency for the least squares estimator in a transfer function model

DOI10.2307/3213667zbMath0533.62080OpenAlexW2326352081MaRDI QIDQ3316425

Victor Solo

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213667

zbMATH Keywords

consistencytime seriesleast squares estimatortransfer function modelexogenous

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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