Determination of initial values for the unconditional likelihood function of a moving averages process (Q3365724)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5000487
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Determination of initial values for the unconditional likelihood function of a moving averages process |
scientific article; zbMATH DE number 5000487 |
Statements
23 January 2006
0 references
time series
0 references
ARMA models
0 references
forward representation of processes
0 references
backward representation of processes
0 references
forecast function
0 references
autocovariance function
0 references
likelihood function
0 references
sum of squares function
0 references
0.7389439344406128
0 references
0.7357074022293091
0 references
0.7348490953445435
0 references
0.7329303026199341
0 references
0.7312886118888855
0 references
