ARMA(p,q) model's parameters estimation
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7-References
BOX Georges E. P. & JENKINS Gwilym M. Time Series Analysis: Forecasting and Control Holden-Day, San Francisco, 1976.
RALSTON Anthony & RABINOWITZ Philip A first Course in Numerical Analysis MacGraw-Hill, New York, 1978.
WILSON G. T. Factorization of the generating function of a pure Moving Average process SIAM Journal of Numerical Analysis, Vol. 6, No. 1, 1969.
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© 1985 Springer-Verlag Berlin Heidelberg
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(1985). Function TSARMA. In: Chaghaghi, F.S. (eds) Time Series Package (TSPACK). Lecture Notes in Computer Science, vol 187. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-15202-4_24
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DOI: https://doi.org/10.1007/3-540-15202-4_24
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