Fast optimization of the exact likelihood of AR and ARMA processes
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Publication:1361557
DOI10.1016/0167-9473(92)00005-CzbMath0937.62524OpenAlexW2037815768MaRDI QIDQ1361557
Publication date: 25 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(92)00005-c
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Uses Software
Cites Work
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- Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
