Two recursive estimates of autoregressive models based on maximum likelihood

DOI10.1080/00949657808810215MaRDI QIDQ4151620zbMATH OpenOpenAlexFDO

Authors Bradley W. Dickinson

Publication date 1978

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657808810215

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• Efficient solution of covariance equations for linear prediction
• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• The Fitting of Time-Series Models

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