The auto-regression and the moving-average (Q963863): Difference between revisions

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+https://doi.org/10.1016/j.jspi.2009.12.022
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+W1970025204
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Q4092750
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+Q3827448
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+Inverse Autocorrelations
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+EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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+On the inverses of some patterned matrices arising in the theory of stationary time series
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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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+The likelihood function of stationary autoregressive-moving average models
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+A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes
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+Miscellanea. On the exact likelihood function of a multivariate autoregressive moving average model
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+Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models
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+The exact likelihood function of multivariate autoregressive-moving average models
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+The exact likelihood of an autoregressive-moving average model with incomplete data
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+Q2754859
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+Computation of the exact likelihood function of multivariate moving average models
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+On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process
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+On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process
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+Large-sample estimation of parameters for autoregressive processes with moving-average residuals
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