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A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes - MaRDI portal

A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (Q1017833)

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scientific article; zbMATH DE number 5553130
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English
A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes
scientific article; zbMATH DE number 5553130

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    A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes (English)
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    12 May 2009
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    daily temperatures
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