A remark on serial correlation in maximum likelihood
From MaRDI portal
Publication:1053401
DOI10.1016/0304-4076(83)90062-3zbMath0517.62082MaRDI QIDQ1053401
Publication date: 1983
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp215.pdf
62P20: Applications of statistics to economics
62M09: Non-Markovian processes: estimation
62F10: Point estimation
Related Items