Parameter estimation of an autoregressive moving average model (Q1162091)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of an autoregressive moving average model |
scientific article |
Statements
Parameter estimation of an autoregressive moving average model (English)
0 references
1982
0 references
method of least squares
0 references
log smoothed periodogram
0 references
asymptotically efficient
0 references
normality
0 references
Newton-Raphson method
0 references
