DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072)

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DIFFERENTIAL GEOMETRY OF ARMA MODELS
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    title
    DIFFERENTIAL GEOMETRY OF ARMA MODELS (English)
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    author
    Ravishanker, Nalini
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    Edward L. Melnick
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    Chih-Ling Tsai
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    publication date
    1990
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    zbMATH DE Number
    4169902
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    zbMATH Keywords
    Bartlett correction factor
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    time series
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    transformations
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    alpha- connections
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    autoregressive moving-average
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    curved exponential family
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    asymptotic bias
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    maximum likelihood estimator
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    likelihood ratio test statistic
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