Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 신동완 | * |
dc.date.accessioned | 2018-06-02T08:14:42Z | - |
dc.date.available | 2018-06-02T08:14:42Z | - |
dc.date.issued | 1997 | * |
dc.identifier.issn | 0361-0926 | * |
dc.identifier.other | OAK-17361 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/244235 | - |
dc.description.abstract | An ARMA(p, q) process observed with an ARMA(c, d) error has an ARMA (p + c, k) representation with k = max(c + q, p + d) whose parameters satisfy some nonlinear constraints. Identification of the model is discussed. We develop Newton-Raphson estimators for the ARMA(p + c, k) process which take advantage of the information contained in the nonlinear restrictions. Explicit expressions for the derivatives of the restrictions are derived. | * |
dc.language | English | * |
dc.title | Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors | * |
dc.type | Article | * |
dc.relation.issue | 5 | * |
dc.relation.volume | 26 | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 1057 | * |
dc.relation.lastpage | 1072 | * |
dc.relation.journaltitle | Communications in Statistics - Theory and Methods | * |
dc.identifier.scopusid | 2-s2.0-0347076271 | * |
dc.author.google | Lee J.H. | * |
dc.author.google | Shin D.W. | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.date.modifydate | 20240116115756 | * |