Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes
Henning Bunzel and Erland Hejn Nielsen
| Year of publication: |
1985
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|---|---|
| Authors: | Bunzel, Henning ; Nielsen, Erland Hejn |
| Published in: |
Memo / Økonomisk Institut, Aarhus Universitet. - Aarhus, ZDB-ID 864096-8. - 1985, 8, p. 1-29
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| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001963304