A method for autoregressive-moving average estimation

DOI10.1093/biomet/71.2.273zbMath0562.62078OpenAlexW2112101301MaRDI QIDQ3675373

E. J. Hannan, Laimonis Kavalieris

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.2.273

zbMATH Keywords

time seriesspeed of convergenceorder estimationrecursive calculationlong autoregressionautoregressive- moving average

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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