Bias correction in ARMA models
type: Item
instance of: scholarly article
title: Bias correction in ARMA models
zbMATH Open document ID: 0791.62087
DOI: 10.1016/0167-7152(94)90100-7
author: Ruben Klein
author: Gauss M. Cordeiro
published in: Statistics \& Probability Letters
publication date: 1994-05-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 571677
zbMATH Keywords: bias correction
zbMATH Keywords: general matrix formula
zbMATH Keywords: exact unconditional maximum likelihood estimate
zbMATH Keywords: ARMA models
zbMATH Keywords: known and unknown mean
zbMATH Keywords: examples
describes a project that uses: Maple
describes a project that uses: REDUCE
MaRDI profile type: Publication
full work available at URL: 0167-7152(94)90100-7
OpenAlex ID: W2041869004
cites work: Q4002478
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cites work: Q3668654
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cites work: Q3696348
description: scientific article; zbMATH DE number 571677