The exact likelihood function of multivariate autoregressive-moving average models (Q3049716)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact likelihood function of multivariate autoregressive-moving average models |
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The exact likelihood function of multivariate autoregressive-moving average models (English)
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1979
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covariance function
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estimation
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exact maximum likelihood
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time series
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vector autoregressive-moving average
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