Exact likelihood of vector autoregressive-moving average process with missing or aggregated data (Q3968344)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact likelihood of vector autoregressive-moving average process with missing or aggregated data |
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Exact likelihood of vector autoregressive-moving average process with missing or aggregated data (English)
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1983
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exact likelihood of vector autoregressive-moving average process
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aggregated data
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Kalman filter with nonconstant coefficients
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missing data
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