Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering

✍ Scribed by Gardner, G. ;Harvey, A. C. ;Phillips, G. D. A.

• Book ID: 121702426
• Publisher: JSTOR
• Year: 1980
• Weight: 745 KB
• Volume: 29
• Category: Article
• DOI: 10.2307/2346910