scientific article; zbMATH DE number 1048011

MaRDI QIDQ4348093zbMATH OpenFDO

Authors Masanobu Taniguchi

Publication date 19 October 1997

zbMATH Keywords

ARMA modelsbranching processmaximum likelihood estimatormean square errorNewton-Raphson estimatorscoring iterative methodsstochastic expansion

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

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Cited in

(1)

• The Stochastic Difference Between Econometric Statistics

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