Pages that link to "Item:Q3871775"
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The following pages link to The evaluation of exact maximum likelihood estimates for varma models (Q3871775):
Displaying 4 items.
- The exact likelihood function of a vector autoregressive moving average process (Q1009699) (← links)
- The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153) (← links)
- A note on obtaining the theoretical autocovariances of an ARMA process (Q4742199) (← links)
- An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes (Q6141692) (← links)