Fast optimization of the exact likelihood of AR and ARMA processes (Q1361557)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1039194
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast optimization of the exact likelihood of AR and ARMA processes |
scientific article; zbMATH DE number 1039194 |
Statements
Fast optimization of the exact likelihood of AR and ARMA processes (English)
0 references
25 August 1997
0 references
filtering algorithm
0 references
maximum likelihood estiamtes
0 references
Newton-Raphson optimization
0 references
time series estimation
0 references
0 references
0.8743598461151123
0 references
0.8606105446815491
0 references
0.8511971235275269
0 references
0.849473237991333
0 references
