ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS
- 1 March 1980
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 1 (2), 83-94
- https://doi.org/10.1111/j.1467-9892.1980.tb00302.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- The generalized variance of a stationary autoregressive processJournal of Multivariate Analysis, 1977
- When is an altoregressive scheme stationaryCommunications in Statistics, 1973
- Large-Sample Estimation of Parameters for Moving-Average ModelsBiometrika, 1961
- On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive ProcessThe Annals of Mathematical Statistics, 1958