DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072): Difference between revisions
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Revision as of 23:24, 4 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIFFERENTIAL GEOMETRY OF ARMA MODELS |
scientific article |
Statements
DIFFERENTIAL GEOMETRY OF ARMA MODELS (English)
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1990
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Bartlett correction factor
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time series
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transformations
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alpha- connections
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autoregressive moving-average
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curved exponential family
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asymptotic bias
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maximum likelihood estimator
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likelihood ratio test statistic
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