Exact maximum likelihood estimation of stationary vector ARMA models

  1. Mauricio, J.A.
Journal:
Journal of the American Statistical Association

ISSN: 1537-274X 0162-1459

Year of publication: 1995

Volume: 90

Issue: 429

Pages: 282-291

Type: Article

DOI: 10.1080/01621459.1995.10476511 GOOGLE SCHOLAR