Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors

Communications in Statistics - Theory and Methods

Volumn 26, Issue 5, 1997, Pages 1057-1072

  Lee, Jong Hyup ^a   Shin, Dong Wan ^b  

^a Sungshin Women's University   (South Korea)

^b Ewha Womans University   (South Korea)

Author keywords

ARMA error; Identification; Maximum likelihood estimation; Newton Raphson procedure

Indexed keywords

CONSTRAINT THEORY; ERROR ANALYSIS; ESTIMATION; NUMERICAL METHODS;

AUTOREGRESSIVE MOVING AVERAGE ERROR; MAXIMUM LIKELIHOOD ESTIMATION; NEWTON-RAPHSON ESTIMATORS;

MATHEMATICAL MODELS;

EID: 0347076271     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929708831967     Document Type: Article

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