Finite-sample bias of the conditional Gaussian maximum likelihood estimator in ARMA models

Finite-sample bias of the conditional Gaussian maximum likelihood estimator in ARMA models

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Bibliographische Detailangaben
Veröffentlicht in:Essays in honor of Aman Ullah
1. Verfasser: Bao, Yong (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2016
Schlagworte:
Maximum-Likelihood-Schätzung > Gauß-Prozess > ARMA-Modell > Aufsatz im Buch
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