Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (Q3853004): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| label / en | label / en | ||
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2286987 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4249363612 / rank | |||
Normal rank | |||
| Property / title | |||
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (English) | |||
| Property / title: Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (English) / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 22:51, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Function of Stationary Multiple Autoregressive Moving Average Models |
scientific article |
Statements
1979
0 references
Gaussian errors
0 references
time series
0 references
multiple autoregressive moving average models
0 references
maximum likelihood estimation
0 references
multiplicative Arma models
0 references
noninvertible models
0 references
exact likelihood function
0 references
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (English)
0 references
