References
- Box , G. E. P. and Jenkins , G. M. 1970 . Time Series Analysis: Forecasting and Control , San Francisco : Holden-Day .
- Choudhury , A. H. and St. Louis , R. D. 1990 . A note on Park and Heikes' (1983) modified approximate estimator for the first-order moving-average process . Journal of Econometrics , 9 : 399 – 406 .
- Golub , G. H. and Van Loan , C. F. 1983 . Matrix Computations , Baltimore : Johns Hopkins Press .
- Hannan , E. J. and Rissanen , J. 1982 . Recursive estimation of mixed autoregressive moving-average order . Biometrika , 69 : 81 – 94 .
- Koreisha , S. and Pukkila , T. 1990a . A generalized least-squares approach for estimation of autoregressive moving-average models . Journal of Time Series Analysis , 11 : 139 – 151 .
- Koreisha , S. and Pukkila , T. 1990b . Linear methods for estimating ARMA and regression models with serial correlation . Communications in Statistics-Simulation , 19 : 71 – 102 .
- Koreisha , S. and Yoshimoto , G. 1991 . A comparison among identification procedures for autoregressive moving-average models . International Statistical Review , 59 : 37 – 57 .