Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm (Q3505323)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm
scientific article

    Statements

    Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm (English)
    0 references
    0 references
    18 June 2008
    0 references
    Kalman filter
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers