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~subject:"Schätztheorie"
~isPartOf:"ECARES working paper"
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Search: subject_exact:"Autoregressive fractionally integrated moving average"
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Schätztheorie
ARMA model
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An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy
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2020
Persistent link: https://www.econbiz.de/10012242681
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2
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer
;
Azrak, Rajae
;
Ley, Christophe
;
Mélard, Guy
-
2016
Persistent link: https://www.econbiz.de/10011672524
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3
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel
;
Ley, Christophe
;
Mélard, Guy
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2015
Persistent link: https://www.econbiz.de/10011289207
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Gaussian maximum likelihood estimation for ARMA models I
Yao, Qiwei
(
contributor
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Brockwell, Peter J.
(
contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755611
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Gaussian maximum likelihood estimation for ARMA models ; 1
Yao, Qiwei
(
contributor
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Brockwell, Peter J.
(
contributor
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-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755619
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6
Gaussian maximum likelihood estimation for ARMA models ; 2
Yao, Qiwei
(
contributor
);
Brockwell, Peter J.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755622
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