GENERALIZED LEAST SQUARES ESTIMATION OF ARMA MODELS
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Publication:3440783
DOI10.1111/1467-9892.00301zbMath1113.62103MaRDI QIDQ3440783
M. Salau, E. J. Hannan, Laimonis Kavalieris
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00301
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
65K10: Numerical optimization and variational techniques
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