DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 12:33, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | DIFFERENTIAL GEOMETRY OF ARMA MODELS |
scientific article |
Statements
DIFFERENTIAL GEOMETRY OF ARMA MODELS (English)
0 references
1990
0 references
Bartlett correction factor
0 references
time series
0 references
transformations
0 references
alpha- connections
0 references
autoregressive moving-average
0 references
curved exponential family
0 references
asymptotic bias
0 references
maximum likelihood estimator
0 references
likelihood ratio test statistic
0 references