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Revision as of 18:39, 5 March 2024
scientific article; zbMATH DE number 766674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 766674 |
Statements
21 August 1995
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Cholesky decomposition
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invertibility
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multiple autoregressive moving average model
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quasi-Newton method
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residuals
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stationarity
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vector autoregressive moving average models
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exact likelihood function
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algorithms
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vector ARMA models
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numerical example
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