Pötscher, B. M. - In: Journal of Multivariate Analysis 21 (1987) 1, pp. 29-52
General convergence results for maximum likelihood type estimators in multivariable ARMA-models under very weak assumptions are given. This extends results by Dunsmuir and Hannan (1976, Advan. Appl. Probab. 8 339-364) and Deistler, Dunsmuir, and Hannan (1978, Advan. Appl. Probab. 10 360-372). In...
