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

2003 ◽  
Author(s):  
L. Gerencser
Automatica ◽  
1980 ◽  
Vol 16 (6) ◽  
pp. 683-688 ◽  
Author(s):  
Haim Weiss ◽  
John B. Moore

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