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- W2019646731 abstract "The strong consistency of the maximum likelihood parameter estimation method is established for multivariate Gaussian stochastic processes possessing autoregressive moving average (ARMA) representations. The demonstration in this paper exploits the ergodic theorem together with results from linear prediction theory." @default.
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- W2019646731 modified "2023-09-23" @default.
- W2019646731 title "The Strong Consistency of Maximum Likelihood Estimators for ARMA Processes" @default.
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- W2019646731 doi "https://doi.org/10.1214/aos/1176344615" @default.
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