Fitting MA(q) models in the closed invertible region

Statistics and Probability Letters

Volumn 76, Issue 13, 2006, Pages 1331-1334

  Zhang, Y ^a   McLeod, A I ^b  

^a ACADIA UNIVERSITY   (Canada)

^b UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Admissible region for the autoregressive moving average time series; ARMA model reparameterization; Numerical maximum likelihood estimation

Indexed keywords

EID: 33744782852     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2006.01.010     Document Type: Article

References (10)

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