scientific article

zbMath0657.62112MaRDI QIDQ3805703

Jan G. De Gooijer

Publication date: 1985

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

zbMATH Keywords

biasARMA modelsautoregressive moving average modelsexact likelihood functionsmall-sample propertiesexact maximum likelihood estimation proceduremodified direct estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items

Covariance matrix estimation for estimators of mixing weak ARMA models