The strong consistency of maximum likelihood estimators for ARMA processes. (English) Zbl 0406.62018
MSC:
62F10 | Point estimation |
62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
62M20 | Inference from stochastic processes and prediction |
62M09 | Non-Markovian processes: estimation |
60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |