First order conditions for the maximum likelihood estimation of an exact ARMA model
J.L. van der Leeuw
No FEW 611, Research Memorandum from Tilburg University, School of Economics and Management
Keywords: Estimation; ARMA Models; statistics (search for similar items in EconPapers)
Date: 1993
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)
Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 99cb04ade6b/download (application/pdf)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiurem:2296c5eb-adb8-471c-8408-68590b717c9e
Access Statistics for this paper
More papers in Research Memorandum from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().