The Exact Likelihood Function of a Vector Autoregressive Moving Average Model (Q4390934)
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scientific article; zbMATH DE number 1156936
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Exact Likelihood Function of a Vector Autoregressive Moving Average Model |
scientific article; zbMATH DE number 1156936 |
Statements
The Exact Likelihood Function of a Vector Autoregressive Moving Average Model (English)
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1997
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invertibility
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maximum likelihood
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stationarity
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Fortran 77
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