Maximum likelihood estimation for arma models in the presence of ARMA errors (Q4226913)
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scientific article; zbMATH DE number 1253712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for arma models in the presence of ARMA errors |
scientific article; zbMATH DE number 1253712 |
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Maximum likelihood estimation for arma models in the presence of ARMA errors (English)
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26 May 1999
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ARMA error
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identification
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maximum likelihood estimation
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Newton-Raphson estimators
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