NON-SINGULARITY OF FISHER INFORMATION FOR AUTOREGRESSIVE MOYING-AVERAGE PROCESSES

DOI10.1111/J.1467-9892.1993.TB00163.XzbMath0779.62082OpenAlexW1967460932MaRDI QIDQ4272773

Xiaobao Wang

Publication date: 20 December 1993

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00163.x

zbMATH Keywords

identifiabilitynon-singularityfinite-orderaverage Fisher informationGaussian \(\text{ARMA}(p,q)\) process

Mathematics Subject Classification ID

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

Cites Work

• Estimation for autoregressive moving average models in the time and frequency domains
• On adaptive estimation in stationary ARMA processes

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