Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models

Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes

Mittnik, Stefan, (1987)

The determination of the state covariance matrix of moving-average processes without computation

Mittnik, Stefan, (1987)

Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models

Mittnik, Stefan, (1991)