ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS
- 1 March 1980
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 1 (2) , 83-94
- https://doi.org/10.1111/j.1467-9892.1980.tb00302.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Strong Consistency of Least Squares Estimates in Dynamic ModelsThe Annals of Statistics, 1979
- Vector linear time series models: corrections and extensionsAdvances in Applied Probability, 1978
- The generalized variance of a stationary autoregressive processJournal of Multivariate Analysis, 1977
- When is an altoregressive scheme stationaryCommunications in Statistics, 1973
- Large-Sample Estimation of Parameters for Moving-Average ModelsBiometrika, 1961
- On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive ProcessThe Annals of Mathematical Statistics, 1958