Rank-based estimation for autoregressive moving average time series models

Mathematics

• Minimizing 33%
• Maximum Likelihood Estimator 33%
• Asymptotic Normality 33%
• Asymptotic Approximation 33%
• Time Series Model 33%
• Moving Average 33%
• Autoregressive Moving 33%
• Dispersion Function 33%
• Asymptotic Efficiency 33%
• Autoregressive Moving Average Model 33%
• Parameters 33%
• Samples 33%
• Residuals 33%

INIS

• asymptotic solutions 100%
• efficiency 33%
• simulation 33%
• approximations 33%
• dispersions 33%
• maximum-likelihood fit 33%