On the numerical implementation of the generalized least squares procedure for arma estimation
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Publication:4861314
DOI10.1080/03610919508813233zbMath0850.62650MaRDI QIDQ4861314
Publication date: 14 January 1996
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919508813233
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C99: Probabilistic methods, stochastic differential equations
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- REGRESSION, AUTOREGRESSION MODELS
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