Maximum likelihood estimation for nongaussian nonminimum phase arma sequences

Statistica Sinica

Volumn 6, Issue 1, 1996, Pages 1-22

  Lii, Keh Shin ^a   Rosenblatt, Murray ^a  

^a NONE

Author keywords

Asymptotic normality; Autoregressive moving average processes; Maximum likelihood estimates; Noncausal; NonGaussian; Noninvertible

Indexed keywords

EID: 21344441899     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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