ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING (Q4855270)
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scientific article; zbMATH DE number 814590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING |
scientific article; zbMATH DE number 814590 |
Statements
ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING (English)
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18 September 1996
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vector autoregressive moving average model
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nonlinear parametric restrictions
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Newton-Raphson estimator
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restricted maximum likelihood estimator
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vector ARMAX model
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rotational sampling problems
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