Akaike, Hirotugu Maximum likelihood identification of Gaussian autoregressive moving average models. (English) Zbl 0318.62075 Biometrika 60, 255-265 (1973). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 91 Documents MSC: 62M15 Inference from stochastic processes and spectral analysis 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F10 Point estimation PDFBibTeX XMLCite \textit{H. Akaike}, Biometrika 60, 255--265 (1973; Zbl 0318.62075) Full Text: DOI