Fitting MA(\(q\)) models in the closed invertible region
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Publication:2497787
DOI10.1016/j.spl.2006.01.010zbMath1094.62118arXiv1611.04907OpenAlexW2158449790MaRDI QIDQ2497787
Publication date: 4 August 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.04907
admissible region for autoregressive-moving average time seriesARMA model reparameterizationnumerical maximum likelihood estimation
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