C.450. Improving a GLS approach for estimation of autoregressive moving-average models

被引：0

作者：

Choudhury, AH ^{[1
]}

Power, S

机构：

[1] Univ Alaska, Sch Business, Anchorage, AK 99508 USA

[2] Carleton Univ, Dept Econ, Ottawa, ON K1S 5B6, Canada

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 1998年 / 60卷 / 02期

关键词：

GLS estimation; ARMA models;

D O I：

10.1080/00949659808811883

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：173 / 176

页数：4

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