scientific article; zbMATH DE number 1093008

zbMATH Open0896.62089MaRDI QIDQ4367803FDOQ4367803

Authors:

Publication date: 5 January 1998

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

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zbMATH Keywords

longitudinal dataprofileautocorrelation coefficientconditional likelihood functionstationary first order normal processuntrended series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Estimating the differencing parameter via the partial autocorrelation function
• A time series illustration of approximate conditional likelihood

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