Likelihood Function of Stationary Multiple Autoregressive Moving Average Models-Reference-Cited by-同舟云学术

Likelihood Function of Stationary Multiple Autoregressive Moving Average Models

Published:1979-09 Issue:367 Volume:74 Page:652-660
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Hillmer Steven C.,Tiao George C.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.1979.10481666

Reference17 articles.

1. Box, G. E.P., Hillmer, S. C. and Tiao, G. C. “Analysis and Modelling of Seasonal Time Series,”. paper presented at NBER-CENSUS Conference on Seasonal Time Series. Washington, D.C.

2. A Note on the Generation of Random Normal Deviates

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