MAXIMUM LIKELIHOOD IDENTIFICATION OF GAUSSIAN AUTOREGRESSIVE MOVING AVERAGE MODELS

[1] AUTOREGRESSIVE MODEL FITTING FOR CONTROL [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1971, 23 (02) : 163 - &

[2] AKAIKE H, 1972, 5TH P HAW INT C SYST, P99

[3] AKAIKE H, TO BE PUBLISHED

[4] AKAIKE H, 1972, 5TH P HAW INT C SYST, P249

[5] Akaike H., 1971, 2 INT S INF THEOR TS

[6] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322

[7] SOME APPLICATIONS OF MATRIX DERIVATIVES IN MULTIVARIATE ANALYSIS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (318) : 607 - &

[8] METHODS FOR OBTAINING ASYMPTOTICALLY EFFICIENT SPECTRAL PARAMETER ESTIMATES FOR A STATIONARY GAUSSIAN PROCESS WITH RATIONAL SPECTRAL DENSITY [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03): : 550 - +

[9] HAJEK J, 1962, CZECH MATH J, V12, P404

[10] ESTIMATION OF MIXED MOVING AVERAGE AUTOREGRESSIVE SYSTEMS [J]. BIOMETRIKA, 1969, 56 (03) : 579 - &

[1] AUTOREGRESSIVE MODEL FITTING FOR CONTROL [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1971, 23 (02) : 163 - &

[2] AKAIKE H, 1972, 5TH P HAW INT C SYST, P99

[3] AKAIKE H, TO BE PUBLISHED

[4] AKAIKE H, 1972, 5TH P HAW INT C SYST, P249

[5] Akaike H., 1971, 2 INT S INF THEOR TS

[6] Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322

[7] SOME APPLICATIONS OF MATRIX DERIVATIVES IN MULTIVARIATE ANALYSIS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1967, 62 (318) : 607 - &

[8] METHODS FOR OBTAINING ASYMPTOTICALLY EFFICIENT SPECTRAL PARAMETER ESTIMATES FOR A STATIONARY GAUSSIAN PROCESS WITH RATIONAL SPECTRAL DENSITY [J]. THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03): : 550 - +

[9] HAJEK J, 1962, CZECH MATH J, V12, P404

[10] ESTIMATION OF MIXED MOVING AVERAGE AUTOREGRESSIVE SYSTEMS [J]. BIOMETRIKA, 1969, 56 (03) : 579 - &