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The exact likelihood function for a mixed autoregressive-moving average process

Paul Newbold
DOI: 10.1093/biomet/61.3.423
Biometrika

Data up to Jan 2025

Published1974
Citations156
References0
Fields
MathematicsComputer scienceBiologyApplied mathematicsEconometricsStatistics

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The exact likelihood function for a mixed autoregressive-moving average process (1974) – Biometrika | Metascience Observatory Explorer