The second derivative of the likelihood of an exact ARMA model
| Year of publication: |
1994
|
|---|---|
| Authors: | van der Leeuw, J.L. |
| Institutions: | Tilburg University, School of Economics and Management |
| Subject: | ARMA Models | econometrics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Research memorandum / Tilburg University, Department of Economics Number FEW 661 |
| Classification: | C22 - Time-Series Models |
| Source: |
Persistent link: https://www.econbiz.de/10011087179