Comparing the ML- and ME-methods in the estimation of ARMA(p,q)-models when the innovation process is non-normal

Comparing the ML- and ME-methods in the estimation of ARMA(p,q)-models when the innovation process is non-normal

datePublished

• 1986

description

• taulukkoja

identifier

• propertyID: FI-FENNI value: 68445
• propertyID: FI-MELINDA value: 003097798
• propertyID: skl value: fx68445

isbn

• 9514419952

isPartOf

• [Sosiaali- ja terveysministeriön esitteitä]
• Fennica
• Tampereen yliopisto. Matemaattisten tieteiden laitos. Raportti. C

name

• Comparing the ML- and ME-methods in the estimation of ARMA(p,q)-models when the innovation process is non-normal

numberOfPages

• [2], 14, [1] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Tampere organizer: Tampereen yliopisto (1966-2018) Tampereen yliopisto. Kauppakorkeakoulu

publisher

• Tampereen yliopisto (1966-2018)
• Tampereen yliopisto. Kauppakorkeakoulu