scientific article; zbMATH DE number 3720225

MaRDI QIDQ3909876zbMATH OpenFDO

Authors E. J. Godolphin

Publication date 1980

zbMATH Keywords

approximate likelihoodcomparisonsestimation of Gaussian linear modelsfull Gaussian likelihoodstationary autoregressive-moving average model

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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