The likelihood function of stationary autoregressive-moving average models
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Publication:4195811
DOI10.1093/biomet/66.2.265zbMath0408.62075OpenAlexW2000139946MaRDI QIDQ4195811
Publication date: 1979
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/66.2.265
Numerical ResultsComputational EfficiencyLikelihood FunctionAutoregressive-Moving Average ModelTime Series Estimation
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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