The second derivative of the likelihood of an exact ARMA model

J.L. van der Leeuw

Research output: Book/ReportReportProfessional

221 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

Cite this

van der Leeuw, J. L. (1994). The second derivative of the likelihood of an exact ARMA model. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 661). Unknown Publisher.
van der Leeuw, J.L. / The second derivative of the likelihood of an exact ARMA model. Unknown Publisher, 1994. (Research memorandum / Tilburg University, Department of Economics).
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note = "Pagination: 23, vii",
year = "1994",
language = "English",
volume = "FEW 661",
series = "Research memorandum / Tilburg University, Department of Economics",
publisher = "Unknown Publisher",

}

van der Leeuw, JL 1994, The second derivative of the likelihood of an exact ARMA model. Research memorandum / Tilburg University, Department of Economics, vol. FEW 661, vol. FEW 661, Unknown Publisher.

The second derivative of the likelihood of an exact ARMA model. / van der Leeuw, J.L.

Unknown Publisher, 1994. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 661).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - The second derivative of the likelihood of an exact ARMA model

AU - van der Leeuw, J.L.

N1 - Pagination: 23, vii

PY - 1994

Y1 - 1994

KW - ARMA Models

KW - econometrics

M3 - Report

VL - FEW 661

T3 - Research memorandum / Tilburg University, Department of Economics

BT - The second derivative of the likelihood of an exact ARMA model

PB - Unknown Publisher

ER -

van der Leeuw JL. The second derivative of the likelihood of an exact ARMA model. Unknown Publisher, 1994. (Research memorandum / Tilburg University, Department of Economics).