GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS (Q3440783)

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GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS
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    Statements

    title
    GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS (English)
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    author
    E. J. Hannan
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    M. Salau
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    Laimonis Kavalieris
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    publication date
    29 May 2007
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    zbMATH Keywords
    ARMA model
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    generalized least squares method
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    multistage method
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    65K10
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    60G10
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    zbMATH DE Number
    5158773
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