Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions (Q3625362)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions |
scientific article |
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Exact Likelihood Equations for Autoregression Models with Multivariate Elliptically Contoured Distributions (English)
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12 May 2009
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causality
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covariance function
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innovation distribution
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Kotz-type distribution
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Pearson-type VII distribution
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stationary process
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Yule-Walker equations
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