Algorithm AS 197: A Fast Algorithm for the Exact Likelihood of Autoregressive-Moving Average Models

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Bibliographic Details
Published in:Applied Statistics 1984-01, Vol.33 (1), p.104-114
Main Author: Melard, G.
Format: Article
Language:English
Subjects:
Algorithms
Applied statistics
Autoregressive moving average
Integers
Mathematical constants
Mathematical vectors
Matrices
Recursion
Statistical Algorithms
Statistical variance
Subroutines
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ISSN:0035-9254
1467-9876
DOI:10.2307/2347672