Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors (Q4174129)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors |
scientific article; zbMATH DE number 3609020
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
1979
0 references
Maximum Likelihood Estimator
0 references
Scalar Linear Time Series Models
0 references
Limiting Multivariate Normal Distribution
0 references
Stochastic Linear Difference Equations
0 references
Autoregressive Moving Average Errors
0 references
Asymptotically Efficient Estimation Procedure
0 references
