Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) |
scientific article |
Statements
Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (English)
0 references
16 December 2009
0 references
autoregressive moving-average model
0 references
edge-effects
0 references
maximum likelihood estimation
0 references
second-order properties
0 references
