Author:
Di Gangi Leonardo,Lapucci Matteo,Schoen Fabio,Sortino Alessio
Reference32 articles.
1. D. J. Aigner, ‘‘A compendium on estimation of the autoregressive moving average model from the series data,’’ Int. Econ. Rev. 12, 348–371 (1971).
2. C. F. Ansley, ‘‘An algorithm for the exact likelihood of a mixed autoregressive-moving average process,’’ Biometrika 66, 59–65 (1979).
3. C. F. Ansley and P. Newbold, ‘‘Finite sample properties of estimators for autoregressive moving average models,’’ J. Econometr. 13, 159–183 (1980).
4. O. Barndorff-Nielsen and G. Schou, ‘‘On the parametrization of autoregressive models by partial autocorrelations,’’ J. Multivar. Anal. 3, 408–419 (1973).
5. G. E. Box, G. M. Jenkins, G. C. Reinsel, and G. M. Ljung, Time Series Analysis: Forecasting and Control (Wiley, Chichester, 2015).