scientific article; zbMATH DE number 1758639

MaRDI QIDQ4537851zbMATH OpenFDO

Authors Gabriele Johanna Schennach

Publication date 24 June 2002

zbMATH Keywords

ARMA residualsautomatic differentiation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonlinear programming (90C30) Applications of mathematical programming (90C90)

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Cited in

(2)

• Maximum likelihood estimation of a latent variable time-series model
• scientific article; zbMATH DE number 98534 (Why is no real title available?)

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