The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models

Salau, M. O. . Statistical Papers 2003. 44 (1) :89-105

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Bibtex

@article{CIS-187112,
  Author = {Salau, M. O.},
  Title = {The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models},
  Journal = {Statistical Papers},
  Volume = {44},
  Number = {1},
  Year = {2003},
  Pages = {89--105},
  Keywords = {Simulation, Autoregressive moving average model, autoregressive approximation, Burg's algorithm, order selection criteria}
}

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