FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE-MOVING AVERAGE MODELS (Q3497074): Difference between revisions

@@ Property / cites work @@
+Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process
+Normal rank
@@ Property / cites work @@
+A note on obtaining the theoretical autocovariances of an ARMA process
+Normal rank
@@ Property / cites work @@
+Computing the likelihood and its dierivatives for a gaussian ARMA model
+Normal rank
@@ Property / cites work @@
+Q3342413
@@ Property / cites work: Q3342413 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models
+Normal rank
@@ Property / cites work @@
+Q3323077
@@ Property / cites work: Q3323077 / rank @@
+Normal rank
@@ Property / cites work @@
+THE EVALUATION OF INTEGRALS OF PRODUCTS OF LINEAR SYSTEM RESPONSES
+Normal rank
@@ Property / cites work @@
+Estimation and information in stationary time series
+Normal rank