The exact quasi-likelihood of time-dependent ARMA models (Q1299531)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The exact quasi-likelihood of time-dependent ARMA models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact quasi-likelihood of time-dependent ARMA models |
scientific article |
Statements
The exact quasi-likelihood of time-dependent ARMA models (English)
0 references
14 June 2000
0 references
quasi-likelihood
0 references
ARMA models
0 references
Kalman filter
0 references
