Title of article :
Fitting MA(q) models in the closed invertible region
Author/Authors :
Y. Zhang، نويسنده , , A.I. McLeod، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2006
Keywords :
Admissible region for the autoregressive-moving average time series , Numerical maximumlikelihood estimation , ARMA model reparameterization
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
