Exact maximum likelihood estimation of partially nonstationary vector ARMA models

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

ISSN: 0167-9473

Argitalpen urtea: 2006

Alea: 50

Zenbakia: 12

Orrialdeak: 3644-3662

Mota: Artikulua

DOI: 10.1016/J.CSDA.2005.07.012 GOOGLE SCHOLAR
Datuen iturria: Scopus