Skip Navigation

Biometrika 1979 66(3):555-560; doi:10.1093/biomet/66.3.555
© 1979 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by TUAN, P.-D.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

The estimation of parameters for autoregressive-moving average models from sample autocovariances

PHAM-DINH TUAN

Department of Mathematics, University of Indiana Bloomington

This paper generalizes the work of Godolphin (1977, 1978) for estimating parameters of the moving average model and of the general autoregressive moving average model by solving the approximate log likelihood equation of Walker (1964).

Key Words: Autoregressrve-moving average process • Maximum likelihood estimation • Moving average prooess • Sample autocovarianoe


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.