CHEN Fubing. The Strong Consistency of Estimation of MA Parameters of ARMA Sequence[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(2): 135-140.
Citation: CHEN Fubing. The Strong Consistency of Estimation of MA Parameters of ARMA Sequence[J]. Chinese Journal of Applied Probability and Statistics, 1999, 15(2): 135-140.
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The Strong Consistency of Estimation of MA Parameters of ARMA Sequence

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  • 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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