Estimation of the Polynomial Matrices of Vector Moving Average Processes
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Publication:3350578
DOI10.1080/00949658708811040zbMath0726.62148OpenAlexW2018111797MaRDI QIDQ3350578
Tarmo M. Pukkila, Sergio G. Koreisha
Publication date: 1987
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658708811040
simulationmultiple time seriesmaximum likelihood procedurespolynomial matrices of vector time series modelspreliminary linear estimationsum of squares function
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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Cites Work
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