THE CONVERGENCE RATE OF MAXIMUM LIKELIHOLD ESTIMATE FOR PARAMETERS OF ARMA MODEL

CHEN MIN, WANG MINSHEN

Acta Mathematicae Applicatae Sinica ›› 1995, Vol. 18 ›› Issue (4) : 538-548.

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Acta Mathematicae Applicatae Sinica ›› 1995, Vol. 18 ›› Issue (4) : 538-548. DOI: 10.12387/C1995067

THE CONVERGENCE RATE OF MAXIMUM LIKELIHOLD ESTIMATE FOR PARAMETERS OF ARMA MODEL

  • CHEN MIN1, WANG MINSHEN2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 1995, 18(4): 538-548 https://doi.org/10.12387/C1995067

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