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Maximum Likelihood Identification of Gaussian Autoregressive Moving Average Models
Home
Publications
Maximum Likelihood Identification of Gaussian Autoregressive Moving Average Models
Maximum Likelihood Identification of Gaussian Autoregressive Moving Average Models
HA
Hirotugu Akaike
Hirotugu Akaike
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1 August 1973
journal article
Published by
JSTOR
in
Biometrika
Vol. 60
(2)
,
255
https://doi.org/10.2307/2334537
Abstract
No abstract available
Keywords
MAXIMUM LIKELIHOOD
LIKELIHOOD IDENTIFICATION
GAUSSIAN AUTOREGRESSIVE
AUTOREGRESSIVE MOVING
AVERAGE MODELS
MOVING AVERAGE
Cited by 30 articles