Fitting MA(\(q\)) models in the closed invertible region (Q2497787): Difference between revisions
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Revision as of 06:53, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fitting MA(\(q\)) models in the closed invertible region |
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Fitting MA(\(q\)) models in the closed invertible region (English)
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4 August 2006
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admissible region for autoregressive-moving average time series
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ARMA model reparameterization
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numerical maximum likelihood estimation
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