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On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity

✍ Scribed by Shuangzhe Liu; Heinz Neudecker

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 173 KB
Volume: 79
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2008.12.008

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