The exact quasi-likelihood of time-dependent ARMA models
type: Item
instance of: scholarly article
title: The exact quasi-likelihood of time-dependent ARMA models
zbMATH Open document ID: 0937.62087
DOI: 10.1016/S0378-3758(97)00134-1
author: Rajae Azrak
author: Guy Mélard
published in: Journal of Statistical Planning and Inference
publication date: 2000-06-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1327278
zbMATH Keywords: quasi-likelihood
zbMATH Keywords: ARMA models
zbMATH Keywords: Kalman filter
describes a project that uses: AS 197
describes a project that uses: AS 154
MaRDI profile type: Publication
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full work available at URL: s0378-3758(97)00134-1
OpenAlex ID: W1994831250
description: scientific article; zbMATH DE number 1327278