✦ LIBER ✦

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

✍ Scribed by László Gerencsér

Publisher: Elsevier Science
Year: 1993
Tongue: English
Weight: 267 KB
Volume: 21
Category: Article
ISSN: 0167-6911
DOI: 10.1016/0167-6911(93)90078-k

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the martingale approximation of the e

On the martingale approximation of the estimation error of ARMA parameters

✍ László Gerencsér 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 437 KB

The approximation of long-memory process

The approximation of long-memory processes by an ARMA model

✍ Gopal K. Basak; Ngai Hang Chan; Wilfredo Palma 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB

## Abstract A mean square error criterion is proposed in this paper to provide a systematic approach to approximate a long‐memory time series by a short‐memory ARMA(1, 1) process. Analytic expressions are derived to assess the effect of such an approximation. These results are established not only

Design of adaptive PID regulators based

Design of adaptive PID regulators based on recursive estimation of the process parameters

✍ Cs. Bányász; L. Keviczky 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 639 KB

An a posteriori error estimator for the

An a posteriori error estimator for the mimetic finite difference approximation of elliptic problems

✍ Lourenço Beirão da Veiga; Gianmarco Manzini 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 824 KB

Error estimates for the implicit Euler a

Error estimates for the implicit Euler approximation of an evolution inequality

✍ Günter Lippold 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 842 KB

The weak approximation of the empirical

The weak approximation of the empirical characteristic function process when parameters are estimated

✍ Martin T. Wells 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 1013 KB