Certain Aspects of Generalized Box-Jenkins Models
收藏NBER1975-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0082
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资源简介：
We define a class of models that are generalizations of regression models and moving average-autoregressive time series models. Then we investigate the asymptotic and computational properties of the maximum likelihood estimator, with numerical examples. The main conclusion is that care must be
提供机构：
美国国家经济研究局
创建时间：
1975-05-01
