A likelihood based estimator for vector autoregressive processes
type: Item
instance of: scholarly article
title: A likelihood based estimator for vector autoregressive processes
zbMATH Open document ID: 1463.62252
author: Wayne A. Fuller
author: Anindya Roy
author: Yan Yan Zhou
published in: Statistical Methodology
publication date: 2011-05-20T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5898141
zbMATH Keywords: unconditional maximum likelihood
zbMATH Keywords: vector autoregressive process
zbMATH Keywords: Yule-Walker estimator
MaRDI profile type: Publication
full work available at URL: j.stamet.2008.11.002
OpenAlex ID: W1978214120
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DOI: 10.1016/J.STAMET.2008.11.002
description: scientific article; zbMATH DE number 5898141