Experience using exact Gaussian maximum likelihood estimation on short parts of the series of price for flesh

Parameter inference for a nearly nonstationary first order autoregressive model

Ahtola, Juha, (1984)

Maximum likelihood estimation in autoregressive and moving average analysis

Anderson, T. W., (1982)

Enforcing stationarity in exact maximum likelihood estimation of pt̕h order autoregressive processes

Bunzel, Henning, (1985)