Finite-sample bias of the conditional Gaussian maximum likelihood estimator in ARMA models
Yong Bao (Department of Economics, Purdue University, West Lafayette, IN, USA)
| Year of publication: |
2016
|
|---|---|
| Authors: | Bao, Yong |
| Published in: |
Essays in honor of Aman Ullah. - Bingley : Emerald, ISBN 978-1-78560-787-5. - 2016, p. 207-244
|
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Gauß-Prozess | Gaussian process | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530234