Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model

DOI10.1109/TAC.1974.1100735zbMath0297.62070OpenAlexW2156841324MaRDI QIDQ4051448

Torsten Söderström, Karl Johan Åström

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1974.1100735

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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