Generalized method of moment and indirect estimation of the ARasMA model
作者： Kurt Brännäs , Xavier De Luna
DOI:
关键词: Series (mathematics) 、 Applied mathematics 、 Estimation 、 Moment (mathematics) 、 Maximum likelihood 、 Nonlinear system 、 Mathematics 、 Least squares 、 Statistics
摘要: Estimation in nonlinear time series models has mainly been performed by least squares or maximum likelihood (ML) methods. The paper suggests and studies the performance of generalized method mom ...
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