"Evaluating exact VARMA likelihood and its gradient when data are incomplete."

Kristjan Jonasson, Sebastian E. Ferrando (2008)

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DOI: 10.1145/1377603.1377608

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type: Journal Article

metadata version: 2022-08-16

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Kristjan Jonasson, Sebastian E. Ferrando:
Evaluating exact VARMA likelihood and its gradient when data are incomplete. ACM Trans. Math. Softw. 35(1): 5:1-5:16 (2008)

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