JOSÉ ALBERTO
MAURICIO ARIAS
Profesor titular de universidad
Publicaciones (8) Publicaciones en las que ha participado algún/a investigador/a
2008
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Computing and using residuals in time series models
Computational Statistics and Data Analysis, Vol. 52, Núm. 3, pp. 1746-1763
2006
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Exact maximum likelihood estimation of partially nonstationary vector ARMA models
Computational Statistics and Data Analysis, Vol. 50, Núm. 12, pp. 3644-3662
2002
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An algorithm for the exact likelihood of a stationary vector autoregressive-moving average model
Journal of Time Series Analysis, Vol. 23, Núm. 4, pp. 473-486
1997
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The exact likelihood function of a vector autoregressive moving average model
Journal of the Royal Statistical Society. Series C: Applied Statistics, Vol. 46, Núm. 1, pp. 157-171
1995
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A corrected algorithm for computing the theoretical autocovariance matrices of a vector ARMA model
Documentos de Trabajo (ICAE)
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Exact maximum likelihood estimation of stationary vector ARMA models
Journal of the American Statistical Association, Vol. 90, Núm. 429, pp. 282-291
1993
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Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models
Documentos de Trabajo (ICAE)
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The exact likelihood function for the vector ARMA model
Documentos de Trabajo (ICAE)