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Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm

✍ Scribed by Konstantinos Metaxoglou; Aaron Smith

Book ID: 111040022
Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 624 KB
Volume: 28
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2007.00529.x

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