Computing the likelihood and its dierivatives for a gaussian ARMA model (Q3742545): Difference between revisions
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Revision as of 11:58, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the likelihood and its dierivatives for a gaussian ARMA model |
scientific article |
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Computing the likelihood and its dierivatives for a gaussian ARMA model (English)
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1985
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autoregressive moving average process
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lag polynomials
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covariances
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algorithm
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likelihood
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Gaussian ARMA
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derivatives
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seasonal models
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