Miscellanea. On the exact likelihood function of a multivariate autoregressive moving average model (Q4376606)
From MaRDI portal
scientific article; zbMATH DE number 1117649
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Miscellanea. On the exact likelihood function of a multivariate autoregressive moving average model |
scientific article; zbMATH DE number 1117649 |
Statements
Miscellanea. On the exact likelihood function of a multivariate autoregressive moving average model (English)
0 references
15 July 1998
0 references
covariance matrix
0 references
multivariate autoregressive moving average model
0 references
exact likelihood function
0 references
