Algorithm AS197: A fast algorithm for the exact likelihood of autoregressive-moving average models

Guy Melard

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 1984
Note: FLWNO
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Citations: View citations in EconPapers (8)

Published in: Royal Statistical Society. Journal. Series C: Applied Statistics (1984) v.33 n° 1,p.104-114

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