The Second Order Properties of a Time Series Recursion
Solo, V.
Ann. Statist., Tome 9 (1981) no. 1, p. 307-317 / Harvested from Project Euclid
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In this work we prove the asymptotic efficiency of a certain time series recursion for the parameters of an ARMAX time series model.
Publié le : 1981-03-14
Classification:  Recursion,  time series,  efficiency,  central limit theorem,  stochastic approximation,  62M10,  62L12 
@article{1176345397,
     author = {Solo, V.},
     title = {The Second Order Properties of a Time Series Recursion},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 307-317},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345397}
}

Solo, V. The Second Order Properties of a Time Series Recursion. Ann. Statist., Tome 9 (1981) no. 1, pp.  307-317. http://gdmltest.u-ga.fr/item/1176345397/