An Asymptotically Efficient ARMA Estimator Based on Sample Covariances

Keyphrases

• Asymptotic Efficiency 100%
• Autoregressive Moving Average 100%
• Instrumental Variable Estimation 50%
• Moving Average 50%
• Optimal Instrumental Variable 50%
• Parameter Estimation 50%
• Sample Covariance 100%
• Spectral Estimator 50%
• Spectral Parameter 50%

Mathematics

• Autoregressive Integrated Moving Average 100%
• Covariance 100%
• Moving Average 50%
• Parameter Estimate 50%
• Time Series 50%
• Time Series Analysis 50%