AS 311

MaRDI QIDQ26074swMATHFDO

Official website http://www.jstor.org/stable/2986213?seq=1#page_scan_tab_contents

Described by source

• The Exact Likelihood Function of a Vector Autoregressive Moving Average Model

Cited in

(6)

• The exact Gaussian likelihood estimation of time-dependent VARMA models
• AS 197
• Recursive prediction and likelihood evaluation for periodic ARMA models
• Algorithm 878
• Exact maximum likelihood estimation of structured or unit root multivariate time series models
• Exact maximum likelihood estimation of partially nonstationary vector ARMA models

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