Exact maximum likelihood estimation of partially nonstationary vector ARMA models

  1. Mauricio, J.A.
Journal:
Computational Statistics and Data Analysis

ISSN: 0167-9473

Year of publication: 2006

Volume: 50

Issue: 12

Pages: 3644-3662

Type: Article

DOI: 10.1016/J.CSDA.2005.07.012 GOOGLE SCHOLAR
Data source: Scopus