Exact maximum likelihood regression estimation with ARMA(n,n-1) errors
From MaRDI portal
Publication:375076
DOI10.1016/0165-1765(85)90258-7zbMATH Open1273.62226OpenAlexW2077104687MaRDI QIDQ375076FDOQ375076
Authors: H. D. Vinod 
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(85)90258-7
Recommendations
- scientific article; zbMATH DE number 4011713
- Estimation of a linear regression model with stationary ARMA (p,q) errors
- Maximum likelihood estimation for linear regression models with autoregressive errors
- Exact likelihood function for a regression model with \(MA(1)\) errors
- Regression Models with Time Series Errors
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Modeling and Analysis of Closed-Loop Systems from Operating Data
- Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
- Analysis of correlated random effects: linear model with two random components
Cited In (6)
- Foundations of multivariate inference using modern computers
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- Title not available (Why is that?)
- Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
- Optimal calculation of residuals for ARMAX models with application to model verification
- Inference for regression models with errors from a non-invertible MA(1) process
This page was built for publication: Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q375076)
