Algorithm AS 191. An algorithm for approximate likelihood calculation of ARMA and seasonal ARMA models.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
- Camacho, F.; McLeod, A. I.; Hipel, K. W.: Multivariate contemporaneous ARMA model with hydrological applications (1987)