Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data (Q4544838)
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scientific article; zbMATH DE number 1776263
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| English | Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data |
scientific article; zbMATH DE number 1776263 |
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Exact Maximum Likelihood Estimation of an ARMA(1, 1) Model with Incomplete Data (English)
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5 August 2002
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ARMA model
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incomplete data
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likelihood function
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maximum likelihood estimation
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0.8127890229225159
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0.7896220088005066
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0.7895246148109436
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