Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm-Reference-Cited by-同舟云学术

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

Published:2007-09 Issue:5 Volume:28 Page:666-685
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J Time Series Analysis

Author:

Metaxoglou Konstantinos,Smith Aaron

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2007.00529.x/fullpdf

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