Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models
type: Item
instance of: scholarly article
title: Asymptotic canonical forms and iterated logarithm rate results of least squares estimates for unstable ARMA models
zbMATH Open document ID: 0920.62111
DOI: 10.1007/BF02011891
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 1999-09-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 1281425
zbMATH Keywords: design matrices
zbMATH Keywords: least-squares estimates
zbMATH Keywords: unstable ARMA process
zbMATH Keywords: asymptotic canonical forms
zbMATH Keywords: iterated logarithm rates of almost sure convergence
author: Hu-Ming Zhang
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1281425