A structured state space approach to computing the likelihood of an ARIMA process and its derivatives (Q3727188): Difference between revisions

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+AS 197
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+AS 154
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+Covariance matrix computation of the state variable of a stationary Gaussian process
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Q4137964
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+Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering
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+Q4060751
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+Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
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