Computing the likelihood and its dierivatives for a gaussian ARMA model (Q3742545)
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scientific article; zbMATH DE number 3978205
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| English | Computing the likelihood and its dierivatives for a gaussian ARMA model |
scientific article; zbMATH DE number 3978205 |
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Computing the likelihood and its dierivatives for a gaussian ARMA model (English)
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1985
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autoregressive moving average process
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lag polynomials
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covariances
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algorithm
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likelihood
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Gaussian ARMA
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derivatives
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seasonal models
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0.89862686
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0.8925179
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0.88892376
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0.88196224
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0.87939674
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0.8750271
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