scientific article; zbMATH DE number 813741

MaRDI QIDQ4854084zbMATH OpenFDO

Authors Jan G. De Gooijer, Tarmo M. Pukkila

Publication date 8 November 1995

zbMATH Keywords

approximate expectation of estimatorsbiasexpectation of estimatorsexplicit expressionsfrequency-domaingeneral stationary autoregressive moving average processeslog-likelihood functionnon-seasonal and seasonal ARMA modelsperiodogram ordinatessample autocovariancesTaylor series expansiontime-domain

Mathematics Subject Classification ID

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

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Cited in

(1)

• Discussion on: ``Variance properties of a two-step ARX estimation procedure

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