Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Year of publication: |
1991
|
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Authors: | Mittnik, Stefan |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 15.1991, 4, p. 731-740
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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