The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153): Difference between revisions
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Revision as of 05:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact Gaussian likelihood estimation of time-dependent VARMA models |
scientific article |
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The exact Gaussian likelihood estimation of time-dependent VARMA models (English)
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15 August 2018
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vector VARMA
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time-varying models
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Cholesky decomposition method
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