scientific article; zbMATH DE number 472948

zbMath0797.62074MaRDI QIDQ4272810

Stefan Mittnik

Publication date: 27 October 1994

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

zbMATH Keywords

partitioningHankel matrixlinear equationsexact maximum likelihoodmultivariate time seriesclosed form expressionToeplitz structuremultivariate autoregressive moving average modelseasonal modelsARMA parameterstheoretical autocovariancesblock Levinson procedurecomputing multivariate autovariance functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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