The exact likelihood function of a vector autoregressive moving average model

  1. Mauricio, J.A.
Journal:
Journal of the Royal Statistical Society. Series C: Applied Statistics

ISSN: 0035-9254

Year of publication: 1997

Volume: 46

Issue: 1

Pages: 157-171

Type: Article

DOI: 10.1111/1467-9876.00056 GOOGLE SCHOLAR
Data source: Scopus