Estimating ARMA Models Efficiently (Q3368274)
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scientific article; zbMATH DE number 5002335
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating ARMA Models Efficiently |
scientific article; zbMATH DE number 5002335 |
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Estimating ARMA Models Efficiently (English)
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27 January 2006
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Monte Carlo
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efficient method of moments
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indirect inference
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ARMA
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identification
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model
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0.8136026263237
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0.7994483709335327
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0.797944962978363
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