Gaussian maximum likelihood estimation for ARMA models ; 1
Year of publication: |
Jan. 2002 ; [Elektronische Ressource]
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Other Persons: | Yao, Qiwei (contributor) ; Brockwell, Peter J. (contributor) |
Published in: | |
Publisher: |
London : LSE |
Subject: | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
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