Exact likelihood of vector autoregressive-moving average process with missing or aggregated data (Q3968344): Difference between revisions
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Latest revision as of 01:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact likelihood of vector autoregressive-moving average process with missing or aggregated data |
scientific article |
Statements
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data (English)
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1983
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exact likelihood of vector autoregressive-moving average process
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aggregated data
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Kalman filter with nonconstant coefficients
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missing data
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