MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE (Q4272780)
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scientific article; zbMATH DE number 472919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE |
scientific article; zbMATH DE number 472919 |
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MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE (English)
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6 January 1994
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stationary autoregressive processes
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moving-average sampling error
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modified maximum likelihood estimator
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algorithm
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derivatives
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strongly consistent
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multivariate normal limiting distribution
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Monte Carlo simulation
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US current labour force data
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