A likelihood based estimator for vector autoregressive processes (Q537365): Difference between revisions
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Revision as of 09:40, 14 February 2024
scientific article
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English | 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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