AS 311

swMATH14167MaRDI QIDQ26074FDOQ26074

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Described by source

• The Exact Likelihood Function of a Vector Autoregressive Moving Average Model

Cited In (4)

• Exact maximum likelihood estimation of partially nonstationary vector ARMA models
• Recursive prediction and likelihood evaluation for periodic ARMA models
• The exact Gaussian likelihood estimation of time-dependent VARMA models
• Exact maximum likelihood estimation of structured or unit root multivariate time series models

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