On the martingale approximation of the estimation error of ARMA parameters
- 31 December 1990
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 15 (5) , 417-423
- https://doi.org/10.1016/0167-6911(90)90066-4
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Stochastic Complexity and ModelingThe Annals of Statistics, 1986
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processesJournal of Multivariate Analysis, 1986
- Multivariate linear time series modelsAdvances in Applied Probability, 1984
- Uniqueness of prediction error estimates of multivariable moving average modelsAutomatica, 1982
- The Strong Consistency of Maximum Likelihood Estimators for ARMA ProcessesThe Annals of Statistics, 1979
- Vector linear time series modelsAdvances in Applied Probability, 1976
- On consistency and identifiabilityPublished by Springer Nature ,1976
- Uniqueness of the maximum likelihood estimates of the parameters of an ARMA modelIEEE Transactions on Automatic Control, 1974