Gaussian maximum likelihood estimation for ARMA models I
Qiwei Yao; Peter J. Brockwell
| Year of publication: |
Jan. 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Yao, Qiwei (contributor) ; Brockwell, Peter J. (contributor) |
| Institutions: | London School of Economics and Political Science (contributor) |
| Publisher: |
London : LSE |
| Subject: | ARMA-Modell | ARMA model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | Online-Ressource, text |
|---|---|
| Series: | Research reports / LSE ; ... |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001755611