Godolphin, E. J.; Godolphin, J. D. - In: Journal of Time Series Analysis 28 (2007) 5, pp. 783-791
It is shown that there is an invariance property for each of the elements of the information matrix of a multiplicative seasonal autoregressive moving-average time-series model, which enables the integral specification of Whittle (1953a,b) to be solved in a straightforward way. The resulting...