Anderson, T. W.; Mentz, R. P. A note on maximum likelihood estimation in the first-order Gaussian moving average model. (English) Zbl 0783.62067 Stat. Probab. Lett. 16, No. 3, 205-211 (1993). MSC: 62M10 62M09 PDFBibTeX XMLCite \textit{T. W. Anderson} and \textit{R. P. Mentz}, Stat. Probab. Lett. 16, No. 3, 205--211 (1993; Zbl 0783.62067) Full Text: DOI
Anderson, T. W.; Mentz, Raul P. On the structure of the likelihood function of autoregressive and moving average models. (English) Zbl 0499.62084 J. Time Ser. Anal. 1, 83-94 (1980). MSC: 62M10 62M09 62F10 PDFBibTeX XMLCite \textit{T. W. Anderson} and \textit{R. P. Mentz}, J. Time Ser. Anal. 1, 83--94 (1980; Zbl 0499.62084) Full Text: DOI