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Original Articles

Maximum likelihood estimation using differences in an autoregressive-1 process

Pages 17-26 | Published online: 27 Jun 2007

References

  • Ansley , C.F. 1979 . An algorithm for the exact likelihood of a mixed autroregressive-moving average process . Biometrika , 66 : 59 – 65 .
  • Jones , R.H. 1986 . Time Series Regression with Unequally Spaced Data. J. Appl. Prob . a special volume Essays in Time Series and Allied Processes , 23A : 1 – 10 .
  • Kendall , M.G. and Stuart , A. 1968 . The Advanced Theory of Statistics , Vol. 3 , New York : Hafner . 2nd Edition
  • Wilson , P.D. and Baer , J.C. 1985 . Maximum Likelihood Estimation Using Differences in an Autoregressive-1 Process . (Abstract) Biometrics , 41 : 584

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