DIFFERENTIAL GEOMETRY OF ARMA MODELS (Q3497072)
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scientific article; zbMATH DE number 4169902
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | DIFFERENTIAL GEOMETRY OF ARMA MODELS |
scientific article; zbMATH DE number 4169902 |
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DIFFERENTIAL GEOMETRY OF ARMA MODELS (English)
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1990
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Bartlett correction factor
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time series
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transformations
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alpha- connections
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autoregressive moving-average
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curved exponential family
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asymptotic bias
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maximum likelihood estimator
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likelihood ratio test statistic
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0.8158001899719238
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0.769989550113678
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0.7613621950149536
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0.7597386837005615
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0.7574612498283386
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