Publication:3761509
From MaRDI portal
zbMath0623.62083MaRDI QIDQ3761509
Michael A. Wincek, Gregory C. Reinsel
Publication date: 1986
numerical example; missing data; regression model; autoregressive moving average models; exact maximum likelihood estimates; modified Newton-Raphson procedure; ARMA time series errors; explicit recursive procedure; innovation transformation approach; nonconsecutive data; weighted nonlinear least squares interpretation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65K10: Numerical optimization and variational techniques
65C99: Probabilistic methods, stochastic differential equations
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