Covariance estimation of ARMA processes

被引：0

作者：

Dellagi, H

机构：

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1996年 / 322卷 / 06期

关键词：

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We propose the estimators of covariance function of an an ARMA process that we etablish consistency and boundary properties of convergence in law and a.s.

引用

页码：583 / 586

页数：4

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