The exact likelihood function for a space time model

DOI10.1007/BF02056929zbMath0533.62081OpenAlexW2060202722MaRDI QIDQ789858

N. E. Zubov

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175916

zbMATH Keywords

exact likelihood functionspace time autoregressive moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• A Three-Stage Iterative Procedure for Space-Time Modeling
• The exact likelihood function for a mixed autoregressive-moving average process
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