THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (Q3333925)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS |
scientific article |
Statements
THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS (English)
0 references
1984
0 references
information matrix
0 references
maximum likelihood estimation
0 references
fixed point iteration
0 references
autoregressive moving average model
0 references
sample autocovariances
0 references
real data
0 references
0 references
0 references
0 references