Maximum likelihood estimation for arma models in the presence of ARMA errors

DOI10.1080/03610929708831967zbMath0915.62074OpenAlexW1991569096MaRDI QIDQ4226913

Jong Hyup Lee, Dong Wan Shin

Publication date: 26 May 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708831967

zbMATH Keywords

identificationmaximum likelihood estimationNewton-Raphson estimatorsARMA error

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items

Parametrizations, weights, and optimal prediction ⋮ Optimal dynamic spatial sampling

Cites Work

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