A Fast Algorithm for the Exact Likelihood of Autoregressive‐Moving Average Models

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Bibliographic Details
Published in:Journal of the Royal Statistical Society: Series C (Applied Statistics) 1984, Vol.33 (1), p.104-114
Main Author: Mélard, G.
Format: Article
Language:English
Subjects:
Autoregressive‐moving average model
Fast algorithm
Maximum likelihood
Online Access:Get full text
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ISSN:0035-9254
1467-9876
DOI:10.2307/2347672