AS 311

swMATH14167MaRDI QIDQ26074

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• The Exact Likelihood Function of a Vector Autoregressive Moving Average Model

Related Items (4)

The exact Gaussian likelihood estimation of time-dependent VARMA models ⋮ Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models ⋮ Exact maximum likelihood estimation of structured or unit root multivariate time series models ⋮ Exact maximum likelihood estimation of partially nonstationary vector ARMA models

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