A note on obtaining the theoretical autocovariances of an ARMA process (Q4742199): Difference between revisions

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+https://doi.org/10.1080/00949658208810594
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+W2083378578
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@@ Property / cites work @@
+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+Computation of the theoretical autocovariance function for a vector arma process
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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 evaluation of exact maximum likelihood estimates for varma models
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@@ Property / cites work @@
+Q4057472
@@ Property / cites work: Q4057472 / rank @@
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