An algorithm for the exact likelihood of a stationary vector autoregressive-moving average model

  1. Mauricio, J.A.
Journal:
Journal of Time Series Analysis

ISSN: 0143-9782

Year of publication: 2002

Volume: 23

Issue: 4

Pages: 473-486

Type: Article

DOI: 10.1111/1467-9892.00273 GOOGLE SCHOLAR
Data source: Scopus