Finite sample properties of estimators for autoregressive moving average models (Q1138872): Difference between revisions
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Revision as of 02:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample properties of estimators for autoregressive moving average models |
scientific article |
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Finite sample properties of estimators for autoregressive moving average models (English)
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1980
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finite sample properties of estimators
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maximum likelihood
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exact least squares
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conditional least squares
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bias
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mean squared error
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predictive ability
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fitting of autoregressive-moving average time series models
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comparison
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