EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (Q3745110)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS |
scientific article |
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EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (English)
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1987
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time domain
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computation method
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derivatives
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log likelihood function
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Gaussian time series
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ARMA model
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Fisher's scoring technique
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Lagrange multiplier test
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goodness of fit test
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