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Algorithm AS 311: The Exact Likelihood Function of a Vector Autoregressive Moving Average Model

✍ Scribed by José Alberto Mauricio

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The exact likelihood function of a vecto

✍ Jose L. Gallego 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 335 KB

An algorithm for the exact likelihood of

✍ JOSÉ ALBERTO MAURICIO 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 139 KB

An algorithm for the exact likelihood of

✍ PEARLMAN, J. G. 📂 Article 📅 1980 🏛 Oxford University Press 🌐 English ⚖ 98 KB

Testing the Fit of a Vector Autoregressi

✍ Efstathios Paparoditis 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 385 KB

ON THE STRUCTURE OF THE LIKELIHOOD FUNCT

✍ T. W. Anderson; Raúl P. Mentz 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 513 KB