ARMA序列MA参数G-M估计的强相合性

The Strong Consistency of Estimation of MA Parameters of ARMA Sequence

文献［１］给出了ＡＲＭＡ序列ＭＡ参数的Ｇ－Ｍ估计，并证明了估计的渐近正态性．本文证明了这种估计的强相合性．

In this paper we prove the strong consistency of G-M estimation of MA parameters of ARMA sequence, which is raised and its asymptotic normality are discussed in [l].