First order conditions for the maximum likelihood estimation of an exact ARMA model

J.L. van der Leeuw

Research output: Book/ReportReport

212 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 611
Publication statusPublished - 1993

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 611

Keywords

  • Estimation
  • ARMA Models
  • statistics

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