乐胖代购免代理版

{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,7,8]],"date-time":"2024-07-08T10:31:03Z","timestamp":1720434663042},"reference-count":16,"publisher":"Elsevier BV","license":[{"start":{"date-parts":[[2015,12,1]],"date-time":"2015-12-01T00:00:00Z","timestamp":1448928000000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":["elsevier.com","sciencedirect.com"],"crossmark-restriction":true},"short-container-title":["Mathematics and Computers in Simulation"],"published-print":{"date-parts":[[2015,12]]},"DOI":"10.1016\/j.matcom.2015.01.004","type":"journal-article","created":{"date-parts":[[2015,1,29]],"date-time":"2015-01-29T17:21:53Z","timestamp":1422552113000},"page":"116-122","update-policy":"http:\/\/dx.doi.org\/10.1016\/elsevier_cm_policy","source":"Crossref","is-referenced-by-count":5,"special_numbering":"C","title":["New approximation for ARMA parameters estimate"],"prefix":"10.1016","volume":"118","author":[{"ORCID":"http:\/\/orcid.org\/0000-0002-8057-2708","authenticated-orcid":false,"given":"Y.","family":"Boularouk","sequence":"first","affiliation":[]},{"given":"K.","family":"Djeddour","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/j.matcom.2015.01.004_br000005","doi-asserted-by":"crossref","first-page":"59","DOI":"10.1093\/biomet\/66.1.59","article-title":"An algorithm for the exact likelihood of a mixed autoregressive moving average process","volume":"66","author":"Ansley","year":"1979","journal-title":"Biometrika"},{"key":"10.1016\/j.matcom.2015.01.004_br000010","series-title":"Time Series Theory and Methods","author":"Brockwell","year":"2002"},{"key":"10.1016\/j.matcom.2015.01.004_br000015","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1016\/S0165-1765(97)00210-3","article-title":"A generalized least squares estimation method for invertible vector moving average models","volume":"57","author":"DeFrutos","year":"1997","journal-title":"Econom. Lett."},{"key":"10.1016\/j.matcom.2015.01.004_br000020","doi-asserted-by":"crossref","first-page":"102","DOI":"10.1109\/TASSP.1980.1163365","article-title":"Generating covariance sequences and the calculation of quantization and rounding error variances in digital filters","volume":"28","author":"Dugre","year":"1980","journal-title":"IEEE Trans. Acoust. Speech Signal Process."},{"key":"10.1016\/j.matcom.2015.01.004_br000025","doi-asserted-by":"crossref","first-page":"306","DOI":"10.1093\/biomet\/46.3-4.306","article-title":"Efficient estimation of parameters in moving-average models","volume":"46","author":"Durbin","year":"1959","journal-title":"Biometrika"},{"key":"10.1016\/j.matcom.2015.01.004_br000030","first-page":"281","article-title":"A direct representation for the large sample maximum likelihood estimator of a Gaussian autoregressive moving average process","volume":"71","author":"Godolphin","year":"1984","journal-title":"Biometrika"},{"key":"10.1016\/j.matcom.2015.01.004_br000035","doi-asserted-by":"crossref","first-page":"81","DOI":"10.1093\/biomet\/69.1.81","article-title":"Recursive estimation of mixed autoregressive-moving average order","volume":"69","author":"Hannan","year":"1982","journal-title":"Biometrika"},{"key":"10.1016\/j.matcom.2015.01.004_br000040","doi-asserted-by":"crossref","first-page":"325","DOI":"10.1111\/j.1467-9892.1989.tb00032.x","article-title":"Fast linear estimation methods for vector moving average models","volume":"10","author":"Koreisha","year":"1989","journal-title":"J. Time Series Anal."},{"key":"10.1016\/j.matcom.2015.01.004_br000045","doi-asserted-by":"crossref","first-page":"473","DOI":"10.1111\/1467-9892.00273","article-title":"An algorithm for the exact likelihood of a vector autoregressive moving average model","volume":"23","author":"Mauricio","year":"2002","journal-title":"J. Time Series Anal."},{"issue":"2","key":"10.1016\/j.matcom.2015.01.004_br000050","first-page":"211","article-title":"Sales, An algorithm for approximate likelihood calculation of ARMA and seasonal ARMA models","volume":"32","author":"McLeod","year":"1983","journal-title":"J. R. Stat. Soc."},{"key":"10.1016\/j.matcom.2015.01.004_br000055","doi-asserted-by":"crossref","first-page":"151","DOI":"10.1111\/j.2517-6161.1990.tb01778.x","article-title":"Computation of theoretical autocovariance matrices of multivariate autoregressive moving average time series","volume":"52","author":"Mittnik","year":"1990","journal-title":"J. R. Stat. Soc. Ser. B"},{"key":"10.1016\/j.matcom.2015.01.004_br000060","doi-asserted-by":"crossref","first-page":"133","DOI":"10.1111\/j.1467-9892.1992.tb00099.x","article-title":"Maximum likelihood estimators in the multivariate autoregressive moving average model from a generalized least squares viewpoint","volume":"13","author":"Reinsel","year":"1992","journal-title":"J. Time Series Anal."},{"key":"10.1016\/j.matcom.2015.01.004_br000065","doi-asserted-by":"crossref","first-page":"403","DOI":"10.1111\/j.1467-9892.1988.tb00479.x","article-title":"A note on the generation of independent realisations of a vector autoregressive moving average proces","volume":"9","author":"Shea","year":"1988","journal-title":"J. Time Series Anal."},{"key":"10.1016\/j.matcom.2015.01.004_br000070","doi-asserted-by":"crossref","first-page":"164","DOI":"10.1016\/0047-259X(84)90023-X","article-title":"The exact likelihood for a multivariate ARMA mode","volume":"15","author":"Solo","year":"1984","journal-title":"J. Multivariate Anal."},{"key":"10.1016\/j.matcom.2015.01.004_br000075","doi-asserted-by":"crossref","first-page":"76","DOI":"10.1111\/j.2517-6161.1973.tb00938.x","article-title":"The estimation of parameters in multivariate time series models","volume":"35","author":"Tunnicliffe-Wilson","year":"1973","journal-title":"J. R. Stat. Soc Ser. B"},{"key":"10.1016\/j.matcom.2015.01.004_br000080","series-title":"Thesis : Hypothesis Testing in Time Series Analysis","author":"Whittle","year":"1951"}],"container-title":["Mathematics and Computers in Simulation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0378475415000051?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0378475415000051?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2024,6,6]],"date-time":"2024-06-06T22:16:17Z","timestamp":1717712177000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0378475415000051"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,12]]},"references-count":16,"alternative-id":["S0378475415000051"],"URL":"https:\/\/doi.org\/10.1016\/j.matcom.2015.01.004","relation":{},"ISSN":["0378-4754"],"issn-type":[{"value":"0378-4754","type":"print"}],"subject":[],"published":{"date-parts":[[2015,12]]},"assertion":[{"value":"Elsevier","name":"publisher","label":"This article is maintained by"},{"value":"New approximation for ARMA parameters estimate","name":"articletitle","label":"Article Title"},{"value":"Mathematics and Computers in Simulation","name":"journaltitle","label":"Journal Title"},{"value":"https:\/\/doi.org\/10.1016\/j.matcom.2015.01.004","name":"articlelink","label":"CrossRef DOI link to publisher maintained version"},{"value":"article","name":"content_type","label":"Content Type"},{"value":"Copyright \u00a9 2015 International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier Ltd. All rights reserved.","name":"copyright","label":"Copyright"}]}}