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

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

ISSN: 0143-9782

Argitalpen urtea: 2002

Alea: 23

Zenbakia: 4

Orrialdeak: 473-486

Mota: Artikulua

DOI: 10.1111/1467-9892.00273 GOOGLE SCHOLAR
Datuen iturria: Scopus