论文信息 - The likelihood function of stationary autoregressive-moving average models - 字舞流文

The likelihood function of stationary autoregressive-moving average models

This paper examines the likelihood function of a stationary autoregressive-moving average model of order (p,q) and presents a method for its evaluation. Numerical results illustrating the computational efficiency of the method are given.

G. Box | G. Ljung

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