AS 191
Algorithm AS 191. An algorithm for approximate likelihood calculation of ARMA and seasonal ARMA models.
Keywords for this software
References in zbMATH (referenced in 3 articles )
Showing results 1 to 3 of 3.
Sorted by year (- Boularouk, Y.; Djeddour, K.: New approximation for ARMA parameters estimate (2015)
- 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)