Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors (Q4174129)
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scientific article; zbMATH DE number 3609020
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| English | Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors |
scientific article; zbMATH DE number 3609020 |
Statements
Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors (English)
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1979
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Maximum Likelihood Estimator
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Scalar Linear Time Series Models
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Limiting Multivariate Normal Distribution
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Stochastic Linear Difference Equations
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Autoregressive Moving Average Errors
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Asymptotically Efficient Estimation Procedure
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