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Publication:3968337
zbMath0502.62076MaRDI QIDQ3968337
Publication date: 1982
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmtime-dependent ARMA modelevaluation of exact likelihood function of mixed autoregressive-moving average processtime-dependent innovation variance
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Probabilistic methods, stochastic differential equations (65C99)
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The exact Gaussian likelihood estimation of time-dependent VARMA models ⋮ Unnamed Item ⋮ The exact quasi-likelihood of time-dependent ARMA models
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