A generalized least squares estimation method for invertible vector moving average models
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Publication:1389414
DOI10.1016/S0165-1765(97)00210-3zbMath0896.90054MaRDI QIDQ1389414
Rafael Flores de Frutos, Gregorio R. Serrano
Publication date: 30 June 1998
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
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- A Fast Estimation Method for the Vector Autoregressive Moving Average Model With Exogenous Variables
- Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
- Recursive estimation of mixed autoregressive-moving average order
- FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS