Computation of the exact likelihood function of multivariate moving average models (Q3048118)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the exact likelihood function of multivariate moving average models |
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Computation of the exact likelihood function of multivariate moving average models (English)
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1978
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exact likelihood function
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multivariate moving average models
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Monte Carlo simulations
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time series
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Cholesky decomposition
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frequency domain
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time domain
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