Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (Q3853004)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Likelihood Function of Stationary Multiple Autoregressive Moving Average Models |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood Function of Stationary Multiple Autoregressive Moving Average Models |
scientific article |
Statements
1979
0 references
Gaussian errors
0 references
time series
0 references
multiple autoregressive moving average models
0 references
maximum likelihood estimation
0 references
multiplicative Arma models
0 references
noninvertible models
0 references
exact likelihood function
0 references
Likelihood Function of Stationary Multiple Autoregressive Moving Average Models (English)
0 references
