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scientific article; zbMATH DE number 766674
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scientific article; zbMATH DE number 766674

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    DOI
    10.2307/2291152
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    publication date
    21 August 1995
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    Mathematics Subject Classification ID
    62M10
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    65C99
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    62H12
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    zbMATH DE Number
    766674
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    zbMATH Keywords
    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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