On the sufficient statistics for multivariate ARMA models : approximate approach
M. Kharrati-Kopaei; A. R. Nematollahi; Z. Shishebor
| Year of publication: |
2009
|
|---|---|
| Authors: | Kharrati-Kopaei, M. ; Nematollahi, A. R. ; Shishebor, Z. |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 50.2009, 2, p. 261-276
|
| Subject: | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003815196