A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563): Difference between revisions

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+Analysis of autoregressive-moving average models: Estimation and prediction
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+Generalized Least Squares with an Estimated Autocovariance Matrix
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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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+Computation of the exact likelihood function of an arima process
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+Linear models with correlated disturbances
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+Linear Methods for Estimating Arma and Regression Models with Serial Correlation
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+The exact likelihood function for a mixed autoregressive-moving average process
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+The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey
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+https://doi.org/10.1016/0165-1765(94)00603-y
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+Publication:673563