Innovations, Sufficient Statistics and Maximum Likelihood in ARMA Models
Mathematica balkanica, Tome 6 (1992) no. 2, p. 119
Voir la notice de l'article provenant de la source Mathematicac Balkanica website
@article{MABA_1992_6_2_a1,
author = {Georgi N. Boshnakov},
title = {Innovations, {Sufficient} {Statistics} and {Maximum} {Likelihood} in {ARMA} {Models}},
journal = {Mathematica balkanica},
pages = {119},
publisher = {mathdoc},
volume = {6},
number = {2},
year = {1992},
url = {http://geodesic.mathdoc.fr/item/MABA_1992_6_2_a1/}
}
Georgi N. Boshnakov. Innovations, Sufficient Statistics and Maximum Likelihood in ARMA Models. Mathematica balkanica, Tome 6 (1992) no. 2, p. 119. http://geodesic.mathdoc.fr/item/MABA_1992_6_2_a1/