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ADDITIVE ELEMENTS OF ARMA MODELS
Author(s) -
Whittaker Joe
Publication year - 1985
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1985.tb00404.x
Subject(s) - mathematics , generalization , series (stratigraphy) , additive model , regression function , regression analysis , econometrics , function (biology) , autoregressive–moving average model , statistics , autoregressive model , mathematical analysis , paleontology , biology , evolutionary biology
. The additive elements of the likelihood function (Whittaker, 1984) are a natural generalization of the regression elements of Newton and Spurrell (1967) and serve to simplify the analysis of several competing models. The aim of this note is to extend their application to time series analysis.