An efficient algorithm for calculating the likelihood and likelihood gradient of ARMA models (Q5288537)
From MaRDI portal
scientific article; zbMATH DE number 269721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient algorithm for calculating the likelihood and likelihood gradient of ARMA models |
scientific article; zbMATH DE number 269721 |
Statements
An efficient algorithm for calculating the likelihood and likelihood gradient of ARMA models (English)
0 references
16 August 1993
0 references
