Faster ARMA maximum likelihood estimation
| Year of publication: |
2008
|
|---|---|
| Authors: | McLeod, A.I. ; Zhang, Y. |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 52.2008, 4, p. 2166-2176
|
| Publisher: |
Elsevier |