ARMA序列MA参数G-M估计的强相合性

The Strong Consistency of Estimation of MA Parameters of ARMA Sequence

    摘要
  • 摘要: 文献1给出了ARMA序列MA参数的G-M估计,并证明了估计的渐近正态性,本文证明了这种估计的强相合性。

     

    Abstract: In this paper we prove the strong consistency of G-M estimation of MA parameters of ARMA sequence, which is raised and its asymptotic normality are discussed in l.

     

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