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zbMATH Open0634.62084MaRDI QIDQ3773123

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normality sample size asymptotic efficiency strong consistency rate Durbin's estimator estimating ARMA parameters exact limit covariance matrix finite long- autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Linear Methods for Estimating Arma and Regression Models with Serial Correlation

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