On the Closed Form of the Likelihood Function of the First Order Moving Average Model
将一阶移动平均过程的协方差矩阵表示为对偶一阶自回归过程协方差矩阵与近单位矩阵的乘积，进而推导出似然函数的闭式形式，并与近似似然函数进行比较。
The covariance matrix of a first order moving average process is expressed as the product of the covariance matrix of the dual autoregressive process of order one and a near identity matrix. Its inverse is then obtained. The closed form of the likelihood function is derived. A comparison is made with some approximate likelihood functions.