ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1986.tb00491.x
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+Autocorrelation, autoregression and autoregressive approximation
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+Estimation for autoregressive moving average models in the time and frequency domains
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
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+The estimation of parameters for autoregressive-moving average models from sample autocovariances
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+Publication:3749989