Parameter estimation of autoregressive integrated processes by least squares
type: Item
instance of: scholarly article
title: Parameter estimation of autoregressive integrated processes by least squares
zbMATH Open document ID: 0437.62084
author: Hironao Kawashima
published in: The Annals of Statistics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3682889
zbMATH Keywords: autoregressive integrated moving average processes
zbMATH Keywords: least squares estimates
zbMATH Keywords: ergodic
zbMATH Keywords: spectral representation
zbMATH Keywords: Hardy class
zbMATH Keywords: consistency
zbMATH Keywords: best asymptotically normal
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176344962
OpenAlex ID: W2044085223
DOI: 10.1214/AOS/1176344962
description: scientific article; zbMATH DE number 3682889