Algorithm AS 191 An Algorithm for Approximate Likelihood Calculation of ARMA and Seasonal ARMA Models.
| Autor: | McLeod, A.I., Sales, P.R. Holanda |
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| Zdroj: | Journal of the Royal Statistical Society: Series C (Applied Statistics). 1983, Vol. 32 Issue 2, p211. 13p. |
| Databáze: | Business Source Ultimate |
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