Vector moving average models

MaRDI QIDQ3553222zbMATH OpenFDO

Authors Nazarii Salish

Publication date 22 April 2010

zbMATH Keywords

maximum likelihood estimatevector autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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