Estimation of the parameters of the Markovian representation of the autoregressive-moving average model

Keyphrases

• Parameter Estimation 100%
• Markovian Representation 100%
• Autoregressive Integrated Moving Average (ARIMA) 100%
• Maximum Likelihood Estimation 33%
• Approximate Maximum Likelihood Estimator 33%
• One-to-one Correspondence 33%
• Joint Maximum Likelihood 33%
• Moving Average 33%

Mathematics

• Autoregressive Moving Average Model 100%
• Approximates 50%
• Maximum Likelihood Estimation 50%
• Moving Average 50%
• One to one correspondence 50%
• Initial State 50%
• Maximum Likelihood Estimate 50%

Economics, Econometrics and Finance

• ARMA Model 100%
• Smoothing Technique 50%