✦ LIBER ✦

ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS

✍ Scribed by T. W. Anderson; Raúl P. Mentz

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The exact likelihood function of a vecto

✍ Jose L. Gallego 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 335 KB

Algorithm AS 311: The Exact Likelihood F

✍ José Alberto Mauricio 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 175 KB

THE ESTIMATION OF PARAMETERS FOR AUTOREG

✍ Pham Dinh Tuan 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 677 KB

ON THE PARTIAL SUMS OF RESIDUALS IN AUTO

✍ Jushan Bai 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 593 KB

ON THE LAGRANGE MULTIPLIER TEST FOR AUTO

✍ Greta M. Ljung 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

ROBUST BAYESIAN ESTIMATION OF AUTOREGRES

✍ Glen Barnett; Robert Kohn; Simon Sheather 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 402 KB