The exact likelihood of an autoregressive-moving average model with incomplete data (Q4376602)
From MaRDI portal
scientific article; zbMATH DE number 1117645
Language | Label | Description | Also known as |
---|---|---|---|
English | The exact likelihood of an autoregressive-moving average model with incomplete data |
scientific article; zbMATH DE number 1117645 |
Statements
The exact likelihood of an autoregressive-moving average model with incomplete data (English)
0 references
11 February 1998
0 references
autoregressive integrated moving average model
0 references
Cholesky decomposition
0 references
missing values
0 references
time series
0 references
transformation
0 references
exact likelihood
0 references