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ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES

โœ Scribed by Guofu Zhou


Book ID
111039667
Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
833 KB
Volume
13
Category
Article
ISSN
0143-9782

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โœ Andrew J. Patton ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 337 KB ๐Ÿ‘ 1 views

## Abstract We consider the problem of estimating parametric multivariate density models when unequal amounts of data are available on each variable. We focus in particular on the case that the unknown parameter vector may be partitioned into elements relating only to a marginal distribution and el