Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (Q1400129)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
scientific article

    Statements

    Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (English)
    0 references
    0 references
    0 references
    0 references
    13 August 2003
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    autoregressive moving average process
    0 references
    bias
    0 references
    polynomial time trend
    0 references
    restricted likelihood
    0 references
    restricted maximum likelihood estimator
    0 references