THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
- 1 January 1984
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 5 (1) , 53-68
- https://doi.org/10.1111/j.1467-9892.1984.tb00378.x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
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- Modified maximum likelihood estimation of Gaussian moving averages using a pseudoquadratic convergence criterionBiometrika, 1978
- A direct representation for the maximum likelihood estimator of a Gaussian moving average processBiometrika, 1977
- Factorization of the Covariance Generating Function of a Pure Moving Average ProcessSIAM Journal on Numerical Analysis, 1969
- Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-seriesJournal of the Australian Mathematical Society, 1964