The exact likelihood of an autoregressive-moving average model with incomplete data (Q4376602)
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scientific article; zbMATH DE number 1117645
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| English | The exact likelihood of an autoregressive-moving average model with incomplete data |
scientific article; zbMATH DE number 1117645 |
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The exact likelihood of an autoregressive-moving average model with incomplete data (English)
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11 February 1998
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autoregressive integrated moving average model
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Cholesky decomposition
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missing values
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time series
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transformation
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exact likelihood
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0.829841136932373
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