Pages that link to "Item:Q961903"
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The following pages link to Maximum likelihood estimation in vector long memory processes via EM algorithm (Q961903):
Displaying 4 items.
- A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833) (← links)
- Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm (Q3505323) (← links)
- A fast likelihood approximation for vector general linear processes with long series: application to fractional differencing (Q3837367) (← links)
- Modeling bivariate long‐range dependence with general phase (Q5111845) (← links)