A comparison of estimation procedures for the parameters of the star model

DOI10.1080/03610918008812153zbMath0435.62094OpenAlexW2059717390MaRDI QIDQ3875167

Stuart Jay Deutsch, Phillip E. Pfeifer

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812153

zbMATH Keywords

conditional maximum likelihood estimationexact least squaresSTAR modelcomparison of estimation proceduresspace-time autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

On the distribution of independence test for the residuals of space-time arma models

Cites Work

• Identification and Interpretation of First Order Space-Time ARMA Models
• Unnamed Item

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