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Regression procedures for ARMA estimation
E. J. Hannan,
A. J. McDougall
Applied Mathematics and Statistics
Research output
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Contribution to journal
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Article
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peer-review
7
Scopus citations
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Mathematics
Asymptotic distribution
6%
Autoregression
94%
Central limit theorem
6%
Converge
17%
Convergence Results
6%
Estimate
19%
Filter
6%
First-order
4%
Global Convergence
6%
Immediately
6%
Information Criterion
8%
Invertibility
7%
Iteration
13%
Iterative Procedure
7%
Likelihood
6%
Moving Average
90%
Moving Average Model
19%
Parameter Estimation
6%
Regression
58%
Regularity Conditions
6%
Simulation
4%
Stationarity
7%
Transfer Function
6%
Business & Economics
Asymptotic Distribution
7%
Autoregression
100%
Central Limit Theorem
10%
Filter
6%
Global Convergence
9%
Information Criterion
7%
Moving Average
86%
Parameter Estimation
7%
Regularity
6%
Simulation
4%
Stationarity
7%
Transfer Function
8%