Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series

D. F. Gingras. Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series. IEEE Transactions on Signal Processing, 33(5):1095-1101, 1985. [doi]

@article{Gingras85,
  title = {Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series},
  author = {D. F. Gingras},
  year = {1985},
  doi = {10.1109/TASSP.1985.1164702},
  url = {http://dx.doi.org/10.1109/TASSP.1985.1164702},
  researchr = {https://researchr.org/publication/Gingras85},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {33},
  number = {5},
  pages = {1095-1101},
}