Fitting MA(\(q\)) models in the closed invertible region (Q2497787)
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scientific article; zbMATH DE number 5043937
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| English | Fitting MA(\(q\)) models in the closed invertible region |
scientific article; zbMATH DE number 5043937 |
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Fitting MA(\(q\)) models in the closed invertible region (English)
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4 August 2006
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admissible region for autoregressive-moving average time series
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ARMA model reparameterization
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numerical maximum likelihood estimation
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0.7369677424430847
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0.7343571782112122
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0.7264319658279419
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0.7198330760002136
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