The exact quasi-likelihood of time-dependent ARMA models (Q1299531): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: AS 197 / rank | |||
Normal rank | |||
Revision as of 16:45, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact quasi-likelihood of time-dependent ARMA models |
scientific article |
Statements
The exact quasi-likelihood of time-dependent ARMA models (English)
0 references
14 June 2000
0 references
quasi-likelihood
0 references
ARMA models
0 references
Kalman filter
0 references
