scientific article
From MaRDI portal
Publication:3326666
zbMath0539.62096MaRDI QIDQ3326666
Publication date: 1984
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dualityasymptotic determinantapproximations for variance of residual autocorrelationsasymptotic covariance matrix for mixed modelsasymptotic distribution of inverse partial autocorrelationsefficient approximate maximum likelihood estimatesmultiplicative seasonal autoregressive-moving average models
Related Items (6)
Dual and inverse ARMA processes and application to time reversibility ⋮ Computing and estimating information matrices of weak ARMA models ⋮ Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models ⋮ On Stein's equation, Vandermonde matrices and Fisher's information matrix of time series processes. I: The autoregressive moving average process ⋮ Ian McLeod’s Contribution to Time Series Analysis—A Tribute ⋮ Comparison of two modified portmanteau tests for model adequacy
This page was built for publication: