A Note on the Estimation of the Parameters of the Autoregressive-Moving Average Process

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1977 • 19,717 citations

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1973 • 10,599 citations

Maximum likelihood identification of Gaussian autoregressive moving average models

1973 • 1,183 citations

Bayesian inference for variance components using only error contrasts

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

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The first-order moving average process

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The efficient estimation of vector linear time series models

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