Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm (Q3505323)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm |
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Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm (English)
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18 June 2008
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Kalman filter
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