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Improved Maximum Likelihood Estimation of ARMA Models - MaRDI portal

Improved Maximum Likelihood Estimation of ARMA Models

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Publication:6389271

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DOI10.1134/S1995080222120101arXiv2201.11053MaRDI QIDQ6389271

Fabio Schoen, Leonardo Di Gangi, Matteo Lapucci, Alessio Sortino

Publication date: 26 January 2022

Mathematics Subject Classification ID

Artificial intelligence (68Txx) Nonparametric inference (62Gxx)

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