ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE-MOVING AVERAGE MODELS FROM SAMPLE AUTOCOVARIANCES
成果类型：
Article
署名作者：
TUAN, PD
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1979
页码：
555560
关键词：
摘要：
This paper generalizes the work of Godolphin (1977, 1978) for estimating parameters of the moving average model and of the general autoregressive moving average model by solving the approximate log likelihood equation of Waler (1964).