Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models

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Publication:951873

DOI10.1016/S0167-9473(02)00212-8zbMath1429.62391OpenAlexW2164718628WikidataQ63628682 ScholiaQ63628682MaRDI QIDQ951873

Jurgen A. Doornik, Marius Ooms

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00212-8



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