Estimation for autoregressive moving average models in the time and frequency domains

Anderson, T. W. . The Annals of Statistics 1977. 5 :842-865

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Bibtex

@article{CIS-23290,
  Author = {Anderson, T. W.},
  Title = {Estimation for autoregressive moving average models in the time and frequency domains},
  Journal = {The Annals of Statistics},
  Volume = {5},
  Year = {1977},
  Pages = {842--865},
  Keywords = {Maximum likelihood estimation, Newton-Raphson, Scoring iterative procedures}
}

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