ARMA过程参数递归预测误差估计器的强逼近

L. Gerencsér
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引用次数: 9

摘要

给出了一个定理,解决了Tusnady提出的一个猜想。证明使用了渐近似然方程的唯一性定理
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
A theorem that settles a conjecture formulated by Tusnady is presented. The proof uses a uniqueness theorem on the asymptotic likelihood equation.<>
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