EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS

✍ Scribed by Pham Dinh Tuan

• Book ID: 111039522
• Publisher: John Wiley and Sons
• Year: 1987
• Tongue: English
• Weight: 822 KB
• Volume: 8
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/j.1467-9892.1987.tb00421.x