Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering
Gerald H. F. Gardner, Andrew C. Harvey, Garry D.A. Phillips · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1980
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