A note on obtaining the theoretical autocovariances of an ARMA process (Q4742199): Difference between revisions
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| Property / cites work: An algorithm for the exact likelihood of a mixed autoregressive-moving average process / rank | |||
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| Property / cites work: Computation of the theoretical autocovariance function for a vector arma process / rank | |||
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| Property / cites work: Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering / rank | |||
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| Property / cites work: The evaluation of exact maximum likelihood estimates for varma models / rank | |||
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| Property / cites work: Q4057472 / rank | |||
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Latest revision as of 18:04, 13 June 2024
scientific article; zbMATH DE number 3797062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on obtaining the theoretical autocovariances of an ARMA process |
scientific article; zbMATH DE number 3797062 |
Statements
A note on obtaining the theoretical autocovariances of an ARMA process (English)
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1982
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theoretical autocovariances
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likelihood of stationary ARMA process
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stable fixed point iteration
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vector ARMA
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