Evaluating some Yule-Walker Methods with the Maximum-Likelihood Estimator for the Spectral ARMA Model
نویسندگان
چکیده
منابع مشابه
Faster ARMA maximum likelihood estimation
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ژورنال
عنوان ژورنال: TEMA - Tendências em Matemática Aplicada e Computacional
سال: 2008
ISSN: 2179-8451,1677-1966
DOI: 10.5540/tema.2008.09.02.0175