Regression Procedures for ARMA Estimation (Q3814603)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regression Procedures for ARMA Estimation |
scientific article |
Statements
1988
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positive real condition
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Lyapunov function
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Regression procedures
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parameter estimation
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autoregression moving average
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initial estimates for iterative maximization of a Gaussian likelihood
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global convergence result
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asymptotic distribution
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stationarity
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invertibility
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Regression Procedures for ARMA Estimation (English)
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