A note on an iterative least-squares estimation method for ARMA and VARMA models
type: Item
instance of: scholarly article
title: A note on an iterative least-squares estimation method for ARMA and VARMA models
zbMATH Open document ID: 1255.62254
DOI: 10.1016/S0165-1765(03)00005-3
author: George Kapetanios
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6120041
zbMATH Keywords: ARMA models
MaRDI profile type: Publication
cites work: Recursive estimation of mixed autoregressive-moving average order
cites work: Q4225048
cites work: Linear Methods for Estimating Arma and Regression Models with Serial Correlation
cites work: Q4852355
cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
full work available at URL: s0165-1765(03)00005-3
OpenAlex ID: W3121984467
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description: scientific article; zbMATH DE number 6120041