"The exact Gaussian likelihood estimation of time-dependent VARMA models."

Abdelkamel Alj, Kristján Jónasson, Guy Mélard (2016)

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DOI: 10.1016/J.CSDA.2014.07.006

access: closed

type: Journal Article

metadata version: 2023-09-30

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Abdelkamel Alj, Kristján Jónasson, Guy Mélard:
The exact Gaussian likelihood estimation of time-dependent VARMA models. Comput. Stat. Data Anal. 100: 633-644 (2016)

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