A NOTE ON OBTAINING THE THEORETICAL AUTOCOVARIANCES OF AN ARMA PROCESS

[1] COMPUTATION OF THE THEORETICAL AUTOCOVARIANCE FUNCTION FOR VECTOR ARMA PROCESS [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1980, 12 (01) : 15 - 24

[2] ALGORITHM FOR THE EXACT LIKELIHOOD OF A MIXED AUTOREGRESSIVE-MOVING AVERAGE PROCESS [J]. BIOMETRIKA, 1979, 66 (01) : 59 - 65

[3] Gardener G., 1980, J R STAT SOC C-APPL, V29, P311, DOI DOI 10.2307/2346910

[4] MAXIMUM-LIKELIHOOD FITTING OF ARMA MODELS TO TIME-SERIES WITH MISSING OBSERVATIONS [J]. TECHNOMETRICS, 1980, 22 (03) : 389 - 395

[5] KOHN R, 1981, NOTE OBTAINING THEOR

[6] McLeod AI, 1975, J R STAT SOC C-APPL, V24, P255

[7] NICHOLLS DF, 1980, J STATISTICAL COMPUT, V10, P251

[8] Stewart GW., 1973, INTRO MATRIX COMPUTA

[1] COMPUTATION OF THE THEORETICAL AUTOCOVARIANCE FUNCTION FOR VECTOR ARMA PROCESS [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1980, 12 (01) : 15 - 24

[2] ALGORITHM FOR THE EXACT LIKELIHOOD OF A MIXED AUTOREGRESSIVE-MOVING AVERAGE PROCESS [J]. BIOMETRIKA, 1979, 66 (01) : 59 - 65

[3] Gardener G., 1980, J R STAT SOC C-APPL, V29, P311, DOI DOI 10.2307/2346910

[4] MAXIMUM-LIKELIHOOD FITTING OF ARMA MODELS TO TIME-SERIES WITH MISSING OBSERVATIONS [J]. TECHNOMETRICS, 1980, 22 (03) : 389 - 395

[5] KOHN R, 1981, NOTE OBTAINING THEOR

[6] McLeod AI, 1975, J R STAT SOC C-APPL, V24, P255

[7] NICHOLLS DF, 1980, J STATISTICAL COMPUT, V10, P251

[8] Stewart GW., 1973, INTRO MATRIX COMPUTA