Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
type: Item
instance of: scholarly article
title: Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market
author: Yue Xin
author: Jinwu Gao
author: Xiangfeng Yang
author: Jing Yang
published in: Journal of Computational and Applied Mathematics
publication date: 2022-10-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M86
zbMATH DE Number: 7596833
zbMATH Keywords: uncertain time series
zbMATH Keywords: autoregressive moving average model
zbMATH Keywords: autoregressive model
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: financial market
describes a project that uses: astsa
MaRDI profile type: Publication
full work available at URL: j.cam.2022.114604
OpenAlex ID: W4285681452
Wikidata QID: Q114201709
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DOI: 10.1016/J.CAM.2022.114604
description: scientific article; zbMATH DE number 7596833