ADDITIVE ELEMENTS OF ARMA MODELS

Joe Whittaker

Journal of Time Series Analysis, 1985, vol. 6, issue 2, 135-140

Abstract: Abstract. The additive elements of the likelihood function (Whittaker, 1984) are a natural generalization of the regression elements of Newton and Spurrell (1967) and serve to simplify the analysis of several competing models. The aim of this note is to extend their application to time series analysis.

Date: 1985
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