The exact quasi-likelihood of time-dependent ARMA models (Q1299531)
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scientific article; zbMATH DE number 1327278
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| English | The exact quasi-likelihood of time-dependent ARMA models |
scientific article; zbMATH DE number 1327278 |
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The exact quasi-likelihood of time-dependent ARMA models (English)
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14 June 2000
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quasi-likelihood
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ARMA models
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Kalman filter
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0.830047607421875
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0.829878568649292
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0.827146053314209
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0.8185107111930847
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