Pages that link to "Item:Q537365"
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The following pages link to A likelihood based estimator for vector autoregressive processes (Q537365):
Displaying 5 items.
- The exact likelihood function of a vector autoregressive moving average process (Q1009699) (← links)
- Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models (Q2885561) (← links)
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled <i>t</i>-distributed innovations using EM-based algorithms (Q5084753) (← links)
- Likelihood-Based Inference in Autoregressive Models with Scaled<i>t</i>-Distributed Innovations by Means of EM-Based Algorithms (Q5299960) (← links)
- Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes (Q5305485) (← links)