"Maximum likelihood estimation of a noninvertible ARMA model with ..."

Mika Meitz, Pentti Saikkonen (2013)

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DOI: 10.1016/J.JMVA.2012.07.015

access: open

type: Journal Article

metadata version: 2021-02-17

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Mika Meitz, Pentti Saikkonen:
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity. J. Multivar. Anal. 114: 227-255 (2013)

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