RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715705): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9892.1996.tb00281.x
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+W2135606827
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@@ Property / cites work @@
+The Fitting of Time-Series Models
@@ Property / cites work: The Fitting of Time-Series Models / rank @@
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@@ Property / cites work @@
+A Levinson-Durbin recursion for autoregressive-moving average processes
+Normal rank
@@ Property / cites work @@
+Q4039983
@@ Property / cites work: Q4039983 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate linear time series models
@@ Property / cites work: Multivariate linear time series models / rank @@
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@@ Property / cites work @@
+Recursive estimation of mixed autoregressive-moving average order
+Normal rank
@@ Property / cites work @@
+An algorithm for the exact likelihood of periodic autoregressive moving average models
+Normal rank
@@ Property / cites work @@
+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4715705