Non-Gaussian autoregressive moving average processes. (Q3143034)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Non-Gaussian autoregressive moving average processes.
scientific article

    Statements

    Non-Gaussian autoregressive moving average processes. (English)
    0 references
    0 references
    0 references
    20 December 1993
    0 references
    maximum likelihood
    0 references
    asymptotic normality
    0 references
    ARMA processes
    0 references
    non-Gaussian stationary autoregressive moving average sequences
    0 references
    smoothness
    0 references
    positivity
    0 references
    asymptotically efficient methods
    0 references
    nonminimum-phase models
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references