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Improved Maximum Likelihood Estimation of ARMA Models

Published Online: 2022-12-27

Published Print: 2022-09

Authors

Di Gangi, Leonardo

Lapucci, Matteo

Schoen, Fabio

Sortino, Alessio
License Information

Text and Data Mining valid from 2022-09-01

Version of Record valid from 2022-09-01
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Article History

Received: 12 November 2021

Revised: 20 November 2021

Accepted: 9 December 2021

First Online: 27 December 2022

Document is current