A likelihood based estimator for vector autoregressive processes (Q537365): Difference between revisions

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Latest revision as of 02:35, 4 July 2024

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A likelihood based estimator for vector autoregressive processes
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    A likelihood based estimator for vector autoregressive processes (English)
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    20 May 2011
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    unconditional maximum likelihood
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    vector autoregressive process
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    Yule-Walker estimator
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