Finite sample properties of estimators for autoregressive moving average models (Q1138872): Difference between revisions

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+https://doi.org/10.1016/0304-4076(80)90013-5
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+W1999323351
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+Analysis of autoregressive-moving average models: Estimation and prediction
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Q3847819
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+A Note on the Generation of Random Normal Deviates
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+Computation of the exact likelihood function of an arima process
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+A Monte Carlo study of autoregressive integrated moving average processes
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+Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study
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+An Algorithm for Least-Squares Estimation of Nonlinear Parameters
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+Symmetric decomposition of a positive definite matrix
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+The first-order moving average process. Identification, estimation and prediction
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+The exact likelihood function for a mixed autoregressive-moving average process
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+First Order Autoregression: Inference, Estimation, and Prediction
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+Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
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