The exact likelihood function of a vector autoregressive moving average model

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

ISSN: 0035-9254

Argitalpen urtea: 1997

Alea: 46

Zenbakia: 1

Orrialdeak: 157-171

Mota: Artikulua

DOI: 10.1111/1467-9876.00056 GOOGLE SCHOLAR