Optimal instrumental variable estimates of the AR parameters of an ARMA process (Q3695155)
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scientific article; zbMATH DE number 3920344
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| English | Optimal instrumental variable estimates of the AR parameters of an ARMA process |
scientific article; zbMATH DE number 3920344 |
Statements
Optimal instrumental variable estimates of the AR parameters of an ARMA process (English)
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1985
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modified Yule-Walku (MYW) equations
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ARMA process
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instrumental variable (IV) method
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0.901175022125244
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0.849799633026123
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0.835300624370575
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