The following pages link to (Q4356548):
Displaying 5 items.
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863) (← links)
- The exact quasi-likelihood of time-dependent ARMA models (Q1299531) (← links)
- Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
- (Q3122930) (← links)
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS (Q3745110) (← links)