Derivation of the Unconditional State Covariance Matrix for Exact Maximum Likelihood Estimation of ARMA Models.
| Year of publication: |
1990
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|---|---|
| Authors: | Mittnik, S. |
| Institutions: | Economics Department, State University of New York-Stony Brook (SUNY) |
| Subject: | efficiency | econometrics | economic theory |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 13 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005744217