Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
- 31 December 1987
- journal article
- Published by Elsevier in Economics Letters
- Vol. 23 (3) , 279-284
- https://doi.org/10.1016/0165-1765(87)90165-0
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELSBiometrika, 1959