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