scientific article; zbMATH DE number 1069587

zbMATH Open0880.62086MaRDI QIDQ4356548FDOQ4356548

Authors: Rajae Azrak, Guy Mélard 

Publication date: 12 February 1998

Title of this publication is not available (Why is that?)

Recommendations

• Computation of the exact likelihood function of an arima process
• Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models
• On the exact maximum likelihood estimation of Gaussian autoregressive processes
• The exact quasi-likelihood of time-dependent ARMA models
• The exact likelihood of an autoregressive-moving average model with incomplete data

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (7)

• Title not available (Why is that?)
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
• Title not available (Why is that?)
• The exact quasi-likelihood of time-dependent ARMA models
• Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
• EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
• Title not available (Why is that?)

Uses Software

• AS 197

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4356548)