Geodesic
Die Bestimmung des ARMA Modells der stationären Zeitreihe
Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 28 (1989) no. 1, pp. 227-242

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Classification : 62M10, 68A30 
Král, Milan. Die Bestimmung des ARMA Modells der stationären Zeitreihe. Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, Tome 28 (1989) no. 1, pp. 227-242. http://geodesic.mathdoc.fr/item/AUPO_1989_28_1_a12/
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[1a] Priestly M.B. (1981): Spectral Analysis and Time Series. Vol.1, Academic Press, London, 362. | MR

[1b] Kendall M., Stuart A., 0rd J.K. (1983): The Adwanced Theory of Statistics. Vol.III, Charles Griffin, London, 633.

[2] Priestly M.B.: l.c. 3600 | Zbl

[3] Revfeim K.J.A, (1969): Iterative Techniques for the Estimation of Parameters in Times Series Models. Ph.D. Thesis, University of Manchester.

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[6] Priestly M.B.: l.c. 483. | Zbl

[7] Fletcher R., Powell M.J. (1969): A Rapidly Convergent Descent Method for Minimalization. CACM 12, 153.

[8] Priestly M.B.: l.c. A VI | Zbl