Estimation of parameters in the ARMA model when the characteristic polynomial of the MA operator has a unit zero
type: Item
instance of: scholarly article
title: Estimation of parameters in the ARMA model when the characteristic polynomial of the MA operator has a unit zero
zbMATH Open document ID: 0402.62023
author: Tuan Pham-Dinh
published in: The Annals of Statistics
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 3624615
zbMATH Keywords: Estimation of Parameters
zbMATH Keywords: Arma Model
zbMATH Keywords: Characteristic Polynomial
zbMATH Keywords: Exact Log Likelihood
zbMATH Keywords: Asymptotic Approximation
zbMATH Keywords: Asymptotically Normal
zbMATH Keywords: Efficient
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176344382
OpenAlex ID: W2072142086
DOI: 10.1214/AOS/1176344382
description: scientific article; zbMATH DE number 3624615