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Modified Gaussian likelihood estimators for ARMA models on Zd

Work

Year: 2009

Type: article

Source: Stochastic Processes and their Applications

Author Chrysoula Dimitriou-Fakalou

Institution University College London

Cites: 13

Cited by: 5

Related to: 10

FWCI: 0.221

Citation percentile (by year/subfield): 59

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed