Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (Q1045794)
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scientific article; zbMATH DE number 5648672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) |
scientific article; zbMATH DE number 5648672 |
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Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\) (English)
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16 December 2009
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autoregressive moving-average model
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edge-effects
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maximum likelihood estimation
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second-order properties
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