Improved maximum likelihood estimation of ARMA models (Q2680668)
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scientific article; zbMATH DE number 7638168
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| English | Improved maximum likelihood estimation of ARMA models |
scientific article; zbMATH DE number 7638168 |
Statements
Improved maximum likelihood estimation of ARMA models (English)
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4 January 2023
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ARMA models
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maximum likelihood estimation
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bound-constrained optimization
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Jones reparametrization
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close-to-the-boundary solutions
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