A likelihood based estimator for vector autoregressive processes (Q537365): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Anindya Roy / rank | |||
Property / author | |||
Property / author: Yan Yan Zhou / rank | |||
Revision as of 09:40, 14 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A likelihood based estimator for vector autoregressive processes |
scientific article |
Statements
A likelihood based estimator for vector autoregressive processes (English)
0 references
20 May 2011
0 references
unconditional maximum likelihood
0 references
vector autoregressive process
0 references
Yule-Walker estimator
0 references