On the likelihood function for a multivariate \(MA(q)\) process (Q2736692)
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scientific article; zbMATH DE number 1644780
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| English | On the likelihood function for a multivariate \(MA(q)\) process |
scientific article; zbMATH DE number 1644780 |
Statements
11 September 2001
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multivariate MA(q) process
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likelihood functions
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innovations
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On the likelihood function for a multivariate \(MA(q)\) process (English)
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0.7916087508201599
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0.7851291298866272
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0.7811606526374817
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0.7797247171401978
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