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A note on maximum likelihood estimation in the first-order Gaussian moving average model

Statistics \& Probability Letters, 16(3): 205--211, 1993.
Authors: T. W. Anderson and R. P. Metz
URL: http://www.sciencedirect.com/science/article/B6V1D-45FJY79-K/1/60eaf035efd232bda3dfb697dfb9921d
Tags: Moving average model
| URL | BibTeX  
@article{Anderson1993b,
title = {A note on maximum likelihood estimation in the first-order Gaussian moving average model},
author = {T. W. Anderson and R. P. Metz},
day = {19},
journal = {Statistics \& Probability Letters},
month = {Feb},
number = {3},
pages = {205--211},
url = {http://www.sciencedirect.com/science/article/B6V1D-45FJY79-K/1/60eaf035efd232bda3dfb697dfb9921d},
volume = {16},
year = {1993},
keywords = {Moving average model }
}