scientific article; zbMATH DE number 813741

zbMATH Open0830.62080MaRDI QIDQ4854084FDOQ4854084

Authors: Jan G. De Gooijer, Tarmo M. Pukkila 

Publication date: 8 November 1995

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

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zbMATH Keywords

biassample autocovariancesTaylor series expansionexplicit expressionstime-domainfrequency-domainlog-likelihood functionperiodogram ordinatesapproximate expectation of estimatorsexpectation of estimatorsgeneral stationary autoregressive moving average processesnon-seasonal and seasonal ARMA models

Mathematics Subject Classification ID

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

Cited In (1)

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

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