scientific article; zbMATH DE number 3814818

MaRDI QIDQ3662481zbMATHFDO

Authors Zhao-Guo Chen, Lan Gu

Publication date 1983

zbMATH Keywords

parameter estimationinverse of covariance matrixPowell methodminimizing sum of squaresvector ARMA series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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