Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
type: Item
instance of: scholarly article
zbMATH Open document ID: 0419.62069
DOI: 10.2307/2286987
author: Steven C. Hillmer
author: George C. Tiao
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 3653374
zbMATH Keywords: Gaussian errors
zbMATH Keywords: time series
zbMATH Keywords: multiple autoregressive moving average models
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: multiplicative Arma models
zbMATH Keywords: noninvertible models
zbMATH Keywords: exact likelihood function
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/2286987
OpenAlex ID: W4249363612
title: Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
description: scientific article