The exact Gaussian likelihood estimation of time-dependent VARMA models (Q1659153)
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scientific article; zbMATH DE number 6918356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact Gaussian likelihood estimation of time-dependent VARMA models |
scientific article; zbMATH DE number 6918356 |
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The exact Gaussian likelihood estimation of time-dependent VARMA models (English)
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15 August 2018
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vector VARMA
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time-varying models
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Cholesky decomposition method
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0.8989891
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0.8946681
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0.89298344
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0.88834316
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0.8856022
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