Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
zbMATH Open document ID: 1255.62271
author: Mika Meitz
author: Pentti Saikkonen
published in: Journal of Multivariate Analysis
publication date: 2013-01-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6126038
MaRDI profile type: Publication
full work available at URL: j.jmva.2012.07.015
OpenAlex ID: W2085290298
DOI: 10.1016/J.JMVA.2012.07.015
description: scientific article; zbMATH DE number 6126038