Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
type: Item
instance of: scholarly article
title: Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
zbMATH Open document ID: 1328.62531
DOI: 10.1016/0165-1765(87)90165-0
author: Stefan Mittnik
published in: Economics Letters
publication date: 2016-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6525203
MaRDI profile type: Publication
full work available at URL: 0165-1765(87)90165-0
OpenAlex ID: W1985666753
cites work: Q3712068
cites work: EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
description: scientific article; zbMATH DE number 6525203