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

DOI10.1016/S0378-3758(02)00239-2zbMath1022.62081MaRDI QIDQ1400129

Youngjo Lee, Dong Wan Shin, Weechang Kang

Publication date: 13 August 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

biasrestricted likelihoodrestricted maximum likelihood estimatorpolynomial time trendautoregressive moving average process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Parametric inference under constraints (62F30)

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