Maximum likelihood estimation in autoregressive and moving average analysis
Year of publication: |
1982
|
---|---|
Authors: | Anderson, T. W. ; Mentz, Raúl P. |
Published in: |
Time series analysis : theory and practice. - Amsterdam [u.a.] : North-Holland, ZDB-ID 721471-6. - Vol. 1.1981, p. 23-29
|
Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zeitreihenanalyse | Time series analysis |
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