A note on an iterative least-squares estimation method for ARMA and VARMA models (Q1927312)

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A note on an iterative least-squares estimation method for ARMA and VARMA models
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    Statements

    title
    A note on an iterative least-squares estimation method for ARMA and VARMA models (English)
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    author
    George Kapetanios
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    publication date
    1 January 2013
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    zbMATH Keywords
    ARMA models
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H12
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    65C05
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    zbMATH DE Number
    6120041
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