Bias correction in ARMA models (Q1324594)

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Bias correction in ARMA models
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    title
    Bias correction in ARMA models (English)
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    author
    Gauss M. Cordeiro
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    Ruben Klein
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    publication date
    24 May 1994
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    zbMATH DE Number
    571677
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    zbMATH Keywords
    bias correction
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    general matrix formula
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    exact unconditional maximum likelihood estimate
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    ARMA models
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    known and unknown mean
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    examples
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    describes a project that uses
    Maple
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    REDUCE
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    OpenAlex ID
    W2041869004
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