An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model (Q5467631)
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scientific article; zbMATH DE number 5026157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model |
scientific article; zbMATH DE number 5026157 |
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An algorithm for the exact likelihood of a stationary vector autoregressive‐moving average model (English)
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24 May 2006
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innovations
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likelihood function
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stationary vector autoregressive-moving average model
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