STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES (Q3040373)

From MaRDI portal
scientific article
Language Label Description Also known as
English
STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
scientific article

    Statements

    STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES (English)
    0 references
    0 references
    0 references
    1983
    0 references
    stationary discrete autoregressive-moving average time series
    0 references
    mixtures
    0 references
    mover-stayer models
    0 references
    simulation study
    0 references
    maximum likelihood estimators
    0 references
    Yule-Walker equations
    0 references

    Identifiers