Estimation of the Polynomial Matrices of Vector Moving Average Processes (Q3350578)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the Polynomial Matrices of Vector Moving Average Processes |
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Estimation of the Polynomial Matrices of Vector Moving Average Processes (English)
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1987
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multiple time series
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preliminary linear estimation
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sum of squares function
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simulation
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polynomial matrices of vector time series models
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maximum likelihood procedures
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