The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
Year of publication: |
2003
|
---|---|
Authors: | Salau, M. |
Published in: |
Statistical Papers. - Springer. - Vol. 44.2003, 1, p. 89-105
|
Publisher: |
Springer |
Subject: | Autoregressive approximation | Autoregressive moving average model | Burg’s algorithm | Gaussian likelihood estimates | Order selection criteria | Simulation |
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