A generalized least squares estimation method for VARMA models (Q3153643)
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scientific article; zbMATH DE number 1824614
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| English | A generalized least squares estimation method for VARMA models |
scientific article; zbMATH DE number 1824614 |
Statements
A generalized least squares estimation method for VARMA models (English)
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2 February 2003
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VARMA models estimation
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generalized least squares
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model specification
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0.9045146107673644
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0.8293581604957581
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0.8238170146942139
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0.8029123544692993
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0.8024418950080872
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