Computation of the exact likelihood function of an arima process
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00949657708810151
Reference19 articles.
1. A Compendium on Estimation of the Autoregressive Moving Average Model from the Series Data
2. Richard P, Brent. 1973. “Algorithms for Minimization without Derivatives”. Englewood Cliffs, New Jersey: Prentice-Hall, Inc.
3. Numerical methods for solving linear least squares problems
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