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The exact Gaussian likelihood estimation of time-dependent VARMA models
Alj, Abdelkamel, Jónasson, Kristján, Mélard, GuyLanguage:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2014.07.006
Date:
July, 2014
File:
PDF, 407 KB
english, 2014