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

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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
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container_title Journal of the Royal Statistical Society: Series C (Applied Statistics)
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creator Mélard, G.
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doi_str_mv 10.2307/2347672
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ispartof Journal of the Royal Statistical Society: Series C (Applied Statistics), 1984, Vol.33 (1), p.104-114
issn 0035-9254
1467-9876
language eng
recordid cdi_wiley_primary_10_2307_2347672_RSSC01809
source Business Source Ultimate【Trial: -2024/12/31】【Remote access available】; JSTOR Archival Journals and Primary Sources Collection
subjects Autoregressive‐moving average model
Fast algorithm
Maximum likelihood
title A Fast Algorithm for the Exact Likelihood of Autoregressive‐Moving Average Models
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