Convergence results for maximum likelihood type estimators in multivariable ARMA models. II
type: Item
instance of: scholarly article
title: Convergence results for maximum likelihood type estimators in multivariable ARMA models. II
zbMATH Open document ID: 0682.62067
DOI: 10.1016/0047-259X(89)90037-7
author: Benedikt M. Pötscher
author: R. Dahlhaus
published in: Journal of Multivariate Analysis
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 4117705
zbMATH Keywords: likelihood function
zbMATH Keywords: zeroes of spectral density
zbMATH Keywords: consistency proof
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: multivariable ARMA models
zbMATH Keywords: Gaussianity
zbMATH Keywords: ergodicity
zbMATH Keywords: condition B6
MaRDI profile type: Publication
cites work: Vector linear time series models: corrections and extensions
cites work: Vector linear time series models
cites work: Convergence results for maximum likelihood type estimators in multivariable ARMA models
description: scientific article; zbMATH DE number 4117705