Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
type: Item
instance of: scholarly article
title: Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
author: Hannah Lennon
author: Jingsong Yuan
published in: Computational Statistics and Data Analysis
publication date: 2019-02-21T00:00:00Z
full work available at URL: estimation-of-a-digitised-gaussian-arma-model-by-monte-carlo-expectation-maximisation(3e25a867-4050-482a-8451-1e447144b1f8).html
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 7027259
zbMATH Keywords: maximum likelihood
zbMATH Keywords: EM algorithm
zbMATH Keywords: Monte Carlo EM
zbMATH Keywords: integer-valued time series
zbMATH Keywords: ARMA model
zbMATH Keywords: Gaussian copula
describes a project that uses: R
describes a project that uses: KELLEY
describes a project that uses: tmvtnorm
describes a project that uses: gcmr
MaRDI profile type: Publication
OpenAlex ID: W2899814452
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Wikidata QID: Q128967093
DOI: 10.1016/J.CSDA.2018.10.015
description: scientific article; zbMATH DE number 7027259