The exact likelihood function of a vector autoregressive moving average process (Q1009699): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2008.10.030
+Normal rank
@@ Property / OpenAlex ID @@
+W2055504064
@@ Property / OpenAlex ID: W2055504064 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of autoregressive-moving average models: Estimation and prediction
+Normal rank
@@ Property / cites work @@
+The evaluation of exact maximum likelihood estimates for varma models
+Normal rank
@@ Property / cites work @@
+Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
+Normal rank
@@ Property / cites work @@
+The likelihood function of stationary autoregressive-moving average models
+Normal rank
@@ Property / cites work @@
+Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models
+Normal rank
@@ Property / cites work @@
+Miscellanea. On the exact likelihood function of a multivariate autoregressive moving average model
+Normal rank
@@ Property / cites work @@
+Q3477847
@@ Property / cites work: Q3477847 / rank @@
+Normal rank
@@ Property / cites work @@
+The exact likelihood function for a mixed autoregressive-moving average process
+Normal rank
@@ Property / cites work @@
+The exact likelihood function of multivariate autoregressive-moving average models
+Normal rank
@@ Property / cites work @@
+Q3084297
@@ Property / cites work: Q3084297 / rank @@
+Normal rank