Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models (Q3340103)
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scientific article; zbMATH DE number 3874567
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| English | Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models |
scientific article; zbMATH DE number 3874567 |
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Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models (English)
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1984
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time series
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algorithm
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likelihood function
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stationary autoregressive- moving average process
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quick recursion switching
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0.8743598461151123
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0.8743598461151123
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0.8732938170433044
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0.8670076727867126
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