Estimation of parameters in the ARMA model when the characteristic polynomial of the MA operator has a unit zero (Q1255737)
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scientific article; zbMATH DE number 3624615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of parameters in the ARMA model when the characteristic polynomial of the MA operator has a unit zero |
scientific article; zbMATH DE number 3624615 |
Statements
Estimation of parameters in the ARMA model when the characteristic polynomial of the MA operator has a unit zero (English)
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1978
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Estimation of Parameters
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Arma Model
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Characteristic Polynomial
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Exact Log Likelihood
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Asymptotic Approximation
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Asymptotically Normal
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Efficient
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