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


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

Research Papers
Copyright © Applied Probability Trust 1984 

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