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An Algorithm for Approximate Likelihood Calculation of Arma and Seasonal Arma Models
Author(s) -
McLeod A. I.,
Sales P. R. Holanda
Publication year - 1983
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347301
Subject(s) - autoregressive–moving average model , algorithm , maximum likelihood , mathematics , computer science , statistics , autoregressive model , econometrics
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