An algorithm for the exact likelihood of a mixed autoregressive-moving average process (Q4197926)
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scientific article; zbMATH DE number 3639002
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for the exact likelihood of a mixed autoregressive-moving average process |
scientific article; zbMATH DE number 3639002 |
Statements
An algorithm for the exact likelihood of a mixed autoregressive-moving average process (English)
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1979
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algorithm
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Cholesky decomposition
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autoregressive-moving average model
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exact likelihood function
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multiplicative seasonal model
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time series
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