The likelihood of the parameters of a continuous time vector autoregressive model (Q1862206)
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scientific article; zbMATH DE number 1879352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The likelihood of the parameters of a continuous time vector autoregressive model |
scientific article; zbMATH DE number 1879352 |
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The likelihood of the parameters of a continuous time vector autoregressive model (English)
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10 March 2003
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continuous time stochastic process
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vector autoregressive model
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likelihood function
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time series analysis
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