Publication:3477847
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zbMath0699.62085MaRDI QIDQ3477847
Publication date: 1990
algorithms; closed form expressions; multivariate time series; autoregressive moving average processes; exact maximum likelihood estimation; computing autocovariance sequences of multivariate ARMA processes; Matrix expressions; theoretical autocovariances
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C99: Probabilistic methods, stochastic differential equations
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