The exact Gaussian likelihood estimation of time-dependent VARMA models
type: Item
instance of: scholarly article
title: The exact Gaussian likelihood estimation of time-dependent VARMA models
zbMATH Open document ID: 1466.62017
author: Abdelkamel Alj
author: Kristján Jónasson
author: Guy Mélard
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
full work available at URL: Articl AJM V22.pdf
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6918356
zbMATH Keywords: vector VARMA
zbMATH Keywords: time-varying models
zbMATH Keywords: Cholesky decomposition method
describes a project that uses: AS 311
describes a project that uses: Optimization Toolbox
describes a project that uses: FinTS
MaRDI profile type: Publication
OpenAlex ID: W2092362485
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DOI: 10.1016/J.CSDA.2014.07.006
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description: scientific article; zbMATH DE number 6918356