DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00057.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2030820504 / rank | |||
Normal rank | |||
Revision as of 19:10, 19 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
