Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (Q1400129)
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scientific article; zbMATH DE number 1963560
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| default for all languages | No label defined |
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| English | Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend |
scientific article; zbMATH DE number 1963560 |
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Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (English)
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13 August 2003
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autoregressive moving average process
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bias
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polynomial time trend
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restricted likelihood
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restricted maximum likelihood estimator
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0.8327207565307617
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0.7977217435836792
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0.7914516925811768
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