Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity (Q1931865): 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 06:16, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity |
scientific article |
Statements
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity (English)
0 references
16 January 2013
0 references