NDLI: Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation

Content Provider	Scilit
Author	Lennon, Hannah Yuan, Jingsong
Copyright Year	2018
Description	Journal: Computational Statistics & Data Analysis
Related Links	https://www.research.manchester.ac.uk/portal/files/80877379/MECM_rev_2_2_.pdf
Ending Page	284
Page Count	8
Starting Page	277
ISSN	01679473
DOI	10.1016/j.csda.2018.10.015
Journal	Computational Statistics & Data Analysis
Volume Number	133
Language	English
Publisher	Elsevier BV
Publisher Date	2019-05-01
Access Restriction	Open
Subject Keyword	Journal: Computational Statistics & Data Analysis Applied Mathematics Maximum Likelihood Em Algorithm Monte Carlo Em Integer-valued Time Series Arma Model Gaussian Copula
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Statistics and Probability Computational Theory and Mathematics Computational Mathematics

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Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation