The second derivative of the likelihood of an exact ARMA model

J.L. van der Leeuw

Research output: Book/ReportReport

242 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 661
Publication statusPublished - 1994

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 661

Keywords

  • ARMA Models
  • econometrics

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