DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DIFFERENTIAL GEOMETRY OF ARMA MODELS |
scientific article |
Statements
DIFFERENTIAL GEOMETRY OF ARMA MODELS (English)
0 references
1990
0 references
Bartlett correction factor
0 references
time series
0 references
transformations
0 references
alpha- connections
0 references
autoregressive moving-average
0 references
curved exponential family
0 references
asymptotic bias
0 references
maximum likelihood estimator
0 references
likelihood ratio test statistic
0 references
0 references
