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scientific article; zbMATH DE number 854948
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scientific article; zbMATH DE number 854948

    Statements

    author
    Keh-Shin Lii
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    Murray Rosenblatt
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    publication date
    20 May 1996
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    Mathematics Subject Classification ID
    62M10
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    62F10
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    62F12
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    zbMATH DE Number
    854948
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    zbMATH Keywords
    asymptotic normality
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    approximate maximum likelihood procedure
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    noncausal
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    noninvertible
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    autoregressive moving average processes
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    nonGaussian noise
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    global maximum
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    asymptotic covariance matrix
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    ARMA(1,1) processes
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