Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering

1980/01/01 by G. H. F. Gardner, G. Gardner, Andrew Harvey +3 · 2 citations
Computer Science · #Target Tracking and Data Fusion in Sensor Networks

paper · doi:10.2307/2346910

crossref issued 1980/01/01 · crossref published 1980/01/01 · crossref published-print 1980/01/01 · openalex publication_date 1980/01/01 · crossref created 2006/06/18 · crossref deposited 2021/07/20 · openalex created_date 2025/10/10 · crossref indexed 2026/07/27 · openalex updated_date 2026/07/28

Abstract

G. Gardner, A. C. Harvey, G. D. A. Phillips, Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 29, No. 3 (1980), pp. 311-322

Cited by

• How has our knowledge of dinosaur diversity through geologic time changed through research history?
• Sea level regulated tetrapod diversity dynamics through the Jurassic/Cretaceous interval