Maximum likelihood identification of Gaussian autoregressive moving average models

DOI10.1093/BIOMET/60.2.255zbMath0318.62075OpenAlexW1970070532MaRDI QIDQ4080616

Hirotugu Akaike

Publication date: 1973

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/60.2.255

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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