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Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models - MaRDI portal

Maximum Likelihood Estimation of the Differencing Parameter for Invertible Short and Long Memory Autoregressive Integrated Moving Average Models

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Publication:135665

DOI10.1111/J.2517-6161.1995.TB02054.XWikidataQ128834579 ScholiaQ128834579MaRDI QIDQ135665

Jan Beran

Publication date: November 1995

Published in: Journal of the Royal Statistical Society: Series B (Methodological) (Search for Journal in Brave)





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