Consistency properties of least squares estimates of autoregressive parameters in ARMA models
type: Item
instance of: scholarly article
title: Consistency properties of least squares estimates of autoregressive parameters in ARMA models
zbMATH Open document ID: 0523.62076
author: George C. Tiao
author: Ruey S. Tsay
published in: The Annals of Statistics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 3829094
zbMATH Keywords: least squares estimates
zbMATH Keywords: ARMA models
zbMATH Keywords: unified treatment of consistency properties
zbMATH Keywords: autoregression
zbMATH Keywords: nonstationarity
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346252
OpenAlex ID: W2058270361
DOI: 10.1214/AOS/1176346252
description: scientific article; zbMATH DE number 3829094