摘要
In this paper, we propose the estimates of orders and parameters in identifiable multivariate ARMA models. These estimates are direct and easy to be calculated, and can be proved to follow LIL (Law of iterated logarithm) and CLT (Central limit theorem) under some mild conditions.
In this paper, we propose the estimates of orders and parameters in identifiable multivariate ARMA models. These estimates are direct and easy to be calculated, and can be proved to follow LIL (Law of iterated logarithm) and CLT (Central limit theorem) under some mild conditions.
