Found 10 Documents (Results 1–10)
The strong consistency of quasi-maximum likelihood estimators for \(p\)-order random coefficient autoregressive (RCA) models. (English) Zbl 07730312
A semiparametric approach for modelling multivariate nonlinear time series. (English. French summary) Zbl 1522.62086
On the identification and estimation of nonstationary and cointegrated ARMAX systems. (English) Zbl 1170.62360
A note on nonlinear regression for the autoregressive moving average with non-iid errors. (English) Zbl 0798.62092
Reviewer: N.Leonenko (Kiev)
On the martingale approximation of the estimation error of ARMA parameters. (English) Zbl 0729.93075
Reviewer: C.Deniau (Marseille)
MSC:
93E10
Convergence results for maximum likelihood type estimators in multivariable ARMA models. (English) Zbl 0626.62089
Reviewer: E.J.Hannan
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