Improved maximum likelihood estimation of ARMA models
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Publication:2680668
DOI10.1134/S1995080222120101MaRDI QIDQ2680668
Leonardo Di Gangi, Alessio Sortino, Matteo Lapucci, Fabio Schoen
Publication date: 4 January 2023
Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.11053
maximum likelihood estimationARMA modelsbound-constrained optimizationclose-to-the-boundary solutionsJones reparametrization
Uses Software
Cites Work
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