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zbMath0564.62069MaRDI QIDQ3678514

Guy Mélard

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

estimation time series Hilbert space time-dependent coefficients constant coefficients geometric representation ARMA processes second-order stochastic processes maximum likelihood principle generalized ARMA models Box and Jenkins approach evolutionary ARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (2)

Unnamed Item ⋮ The exact quasi-likelihood of time-dependent ARMA models

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