A likelihood based estimator for vector autoregressive processes (Q537365): Difference between revisions
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Revision as of 01:33, 5 March 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)
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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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