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Original Articles

A note on spectral estimation for ARMA processes

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Pages 87-92 | Received 17 Feb 1982, Published online: 20 Mar 2007

References

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  • Brillinger , D.R. 1975 . Time Series Data Analysis and Theory , New York : Holt, Rinehart and Winston .
  • Hannan , E.J. 1969 . “ The estimation of mixed autoregressive moving average models ” . Vol. 56 , 579 – 593 . Biometrika
  • Hannan , E.J. 1970 . Multiple Time Series , New York : Wiley .
  • Hannan , E.J. 1973 . The asymptotic theory of linear time series models . J. Appi Prob , 10 : 130 – 145 .
  • Kohn , R. 1977 . “ Note concerning the Akaike and Hannan estimation procedures for an autoregressive-moving average process ” . Vol. 64 , 622 – 625 . Biometrika
  • Ljung , G.M. and Box , G.E.P. 1979 . “ The likelihood function of stationary autoregressive-moving average models ” . Vol. 66 , 265 – 270 . Biometrika
  • Newbold , P. 1974 . “ The exact likelihood function for a mixed autoregressive-moving average process ” . Vol. 61 , 423 – 426 . Biometrika
  • Nicholls , D.F. 1972 . On Hannan's estimation of ARMA models . Austral. J. Statist , 14 : 262 – 269 .

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