The exact likelihood function of a vector autoregressive moving average model

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

ISSN: 0035-9254

Année de publication: 1997

Volumen: 46

Número: 1

Pages: 157-171

Type: Article

DOI: 10.1111/1467-9876.00056 GOOGLE SCHOLAR
La source de données: Scopus