The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models

DOI10.1007/s00362-002-0135-6zbMath1010.62082OpenAlexW2017986433MaRDI QIDQ1871691

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Publication date: 4 May 2003

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-002-0135-6

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