Finite sample properties of estimators for autoregressive moving average models (Q1138872): Difference between revisions

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Revision as of 03:48, 31 January 2024

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Finite sample properties of estimators for autoregressive moving average models
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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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