AS 191

Algorithm AS 191. An algorithm for approximate likelihood calculation of ARMA and seasonal ARMA models.

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References in zbMATH (referenced in 3 articles )

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  1. Boularouk, Y.; Djeddour, K.: New approximation for ARMA parameters estimate (2015)
  2. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
  3. Camacho, F.; McLeod, A. I.; Hipel, K. W.: Multivariate contemporaneous ARMA model with hydrological applications (1987)