Hillmer, Steven C.; Tiao, George C. Likelihood function of stationary multiple autoregressive moving average models. (English) Zbl 0419.62069 J. Am. Stat. Assoc. 74, 652-660 (1979). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 39 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F10 Point estimation Keywords:Gaussian errors; time series; multiple autoregressive moving average models; maximum likelihood estimation; multiplicative Arma models; noninvertible models; exact likelihood function PDFBibTeX XMLCite \textit{S. C. Hillmer} and \textit{G. C. Tiao}, J. Am. Stat. Assoc. 74, 652--660 (1979; Zbl 0419.62069) Full Text: DOI