• DocumentCode
    3248593
  • Title

    Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process

  • Author

    Gerencsér, László

  • Author_Institution
    Dept. of Electr. Eng., McGill Univ., Montreal, Que., Canada
  • fYear
    1989
  • fDate
    13-15 Dec 1989
  • Firstpage
    630
  • Abstract
    A theorem that settles a conjecture formulated by Tusnady is presented. The proof uses a uniqueness theorem on the asymptotic likelihood equation
  • Keywords
    approximation theory; parameter estimation; time series; ARMA process; approximation theory; asymptotic likelihood equation; recursive prediction error estimator; time series; uniqueness theorem; Automation; Computer errors; Cost function; Difference equations; Parameter estimation; Polynomials; Recursive estimation; Zinc;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1989., Proceedings of the 28th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • Type

    conf

  • DOI
    10.1109/CDC.1989.70194
  • Filename
    70194
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3248593