Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
type: Item
instance of: scholarly article
title: Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
zbMATH Open document ID: 0793.93121
DOI: 10.1016/0167-6911(93)90078-K
author: László Gerencsér
published in: Systems \& Control Letters
publication date: 1994-04-17T00:00:00Z
Mathematics Subject Classification ID: 93E12
zbMATH DE Number: 516815
zbMATH Keywords: martingale inequalities
zbMATH Keywords: recursive prediction error estimator
MaRDI profile type: Publication
cites work: Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
cites work: Q4010426
cites work: On the martingale approximation of the estimation error of ARMA parameters
cites work: Rate of Convergence of Recursive Estimators
cites work: On Rissanen's predictive stochastic complexity for stationary ARMA processes
cites work: Q3342413
cites work: Q3995624
cites work: The second order properties of a time series recursion
full work available at URL: 0167-6911(93)90078-k
OpenAlex ID: W2180080460
description: scientific article; zbMATH DE number 516815