Fast optimization of the exact likelihood of AR and ARMA processes (Q1361557)
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scientific article; zbMATH DE number 1039194
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| English | Fast optimization of the exact likelihood of AR and ARMA processes |
scientific article; zbMATH DE number 1039194 |
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Fast optimization of the exact likelihood of AR and ARMA processes (English)
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25 August 1997
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filtering algorithm
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maximum likelihood estiamtes
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Newton-Raphson optimization
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time series estimation
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0.8743598461151123
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0.8606105446815491
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0.8511971235275269
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0.849473237991333
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