The estimation of ARMA models
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Publication:1219534
DOI10.1214/aos/1176343200zbMath0311.62056OpenAlexW2075269708MaRDI QIDQ1219534
Publication date: 1975
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176343200
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)
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