Exact maximum likelihood estimation of partially nonstationary vector ARMA models

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

ISSN: 0167-9473

Année de publication: 2006

Volumen: 50

Número: 12

Pages: 3644-3662

Type: Article

DOI: 10.1016/J.CSDA.2005.07.012 GOOGLE SCHOLAR
La source de données: Scopus