Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend

Journal of Statistical Planning and Inference

Volumn 116, Issue 1, 2003, Pages 163-176

  Kang, Weechang ^a   Wan Shin, Dong ^b   Lee, Youngjo ^c  

^a Daejeon University   (South Korea)

^b Ewha Womans University   (South Korea)

^c Seoul National University   (South Korea)

Author keywords

Autoregressive moving average process; Bias; Polynomial time trend; Restricted likelihood; Restricted maximum likelihood estimator

Indexed keywords

EID: 0037632788     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(02)00239-2     Document Type: Article

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