scientific article; zbMATH DE number 3829095

zbMATH Open0523.62077MaRDI QIDQ3673903FDOQ3673903

Authors: T. W. Anderson, Raúl P. Mentz 

Publication date: 1983

Title of this publication is not available (Why is that?)

zbMATH Keywords

maximum likelihood estimationtime seriesvector autoregressive processessample Yule-Walker equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Stationary stochastic processes (60G10)

Cited In (1)

• An improved estimation method for univariate autoregressive models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3673903)