scientific article; zbMATH DE number 1069587

MaRDI QIDQ4356548zbMATH OpenFDO

Authors Rajae Azrak, Guy Mélard

Publication date 12 February 1998

Mathematics Subject Classification ID

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

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Cited in

(7)

• EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
• Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study.
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
• scientific article; zbMATH DE number 4060588 (Why is no real title available?)
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• The exact quasi-likelihood of time-dependent ARMA models
• scientific article; zbMATH DE number 987381 (Why is no real title available?)

Describes a project that uses

Uses Software

• AS 197

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