Algorithm AS197: a fast algorithm for the exact likelihood of autoregressive-moving average models
| Year of publication: |
1984
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| Authors: | Melard, Guy |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Royal Statistical Society. Journal. Series C: Applied Statistics (1984) v.33,p.104-114 |
| Source: |
Persistent link: https://www.econbiz.de/10008590648