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zbMath0752.62064MaRDI QIDQ4022670

Herbert Fischer, H. Warsitz, Stefan Schäffler

Publication date: 17 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

automatic differentiation gradient time series analysis nonlinear inequalities likelihood function Hessian matrix unconstrained nonlinear programming problems exact ML-estimation stationarity region stationary \(\text{ARMA}(p,q)\) residuals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Nonlinear programming (90C30)

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