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Consistency for the least squares estimator in a transfer function model

Published online by Cambridge University Press:  14 July 2016

Victor Solo
Victor Solo*
Affiliation:
Harvard University
*
∗ Postal address: Department of Statistics, Harvard University, 1 Oxford Street, Cambridge, MA 02138, U.S.A.
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Abstract

The consistency is developed under mild conditions for the least squares estimator of the parameters of a transfer function time series model.

Keywords

CONSISTENT ESTIMATETIME SERIESEXOGENOUS
Type
Research Papers
Information
Journal of Applied Probability , Volume 21 , Issue 1 , March 1984 , pp. 88 - 97
Copyright
Copyright © Applied Probability Trust 1984 

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References

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