Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (Q1400129)

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scientific article; zbMATH DE number 1963560
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Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
scientific article; zbMATH DE number 1963560

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    Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend (English)
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    13 August 2003
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    autoregressive moving average process
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    bias
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    polynomial time trend
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    restricted likelihood
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    restricted maximum likelihood estimator
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