EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- 1 January 1987
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 8 (1) , 61-78
- https://doi.org/10.1111/j.1467-9892.1987.tb00421.x
Abstract
No abstract availableKeywords
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