Parameter estimation for ARMA processes with errors in models
type: Item
instance of: scholarly article
title: Parameter estimation for ARMA processes with errors in models
zbMATH Open document ID: 0801.62080
DOI: 10.1016/0167-7152(94)90023-X
author: Claude Deniau
author: Hanfu Chen
published in: Statistics \& Probability Letters
publication date: 1994-11-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 633683
zbMATH Keywords: strong consistency
zbMATH Keywords: ARMA process
zbMATH Keywords: model errors
zbMATH Keywords: martingale difference sequence
zbMATH Keywords: recursive ELS algorithm
zbMATH Keywords: convergence rate
MaRDI profile type: Publication
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full work available at URL: 0167-7152(94)90023-x
OpenAlex ID: W2003775298
description: scientific article; zbMATH DE number 633683