RECURSIVE COMPUTATION OF THE PARAMETERS OF PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4715705): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1996.tb00281.x
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+W2135606827
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@@ Property / cites work @@
+The Fitting of Time-Series Models
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+A Levinson-Durbin recursion for autoregressive-moving average processes
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+Q4039983
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+Multivariate linear time series models
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+Recursive estimation of mixed autoregressive-moving average order
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+An algorithm for the exact likelihood of periodic autoregressive moving average models
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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