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

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

ISSN: 0143-9782

Année de publication: 2002

Volumen: 23

Número: 4

Pages: 473-486

Type: Article

DOI: 10.1111/1467-9892.00273 GOOGLE SCHOLAR
La source de données: Scopus